+5,167.5%
DE vs CNC
+5,399.6%
-232.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.3% |
| 7D | -2.4% | -3.9% | +1.5% | -1.7% |
| 30D | +9.7% | +0.8% | +8.9% | +9.5% |
| 3M | +21.4% | +0.1% | +21.3% | +20.9% |
| 6M | +15.0% | +79.7% | -64.7% | +2.0% |
| YTD | +46.4% | +58.9% | -12.5% | +32.0% |
| 1Y | +45.6% | +109.1% | -63.5% | +23.8% |
| 3Y | +76.8% | 0.0% | +76.8% | +65.7% |
| 5Y | +99.4% | +9.5% | +89.9% | +80.6% |
| 10Y | +864.6% | +95.7% | +768.9% | +660.0% |
| All | +5,167.5% | +5,399.6% | -232.1% | +2,254.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling