+59.7%
DIA vs CNC
-1.0%
+60.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | +2.1% | +2.2% | -0.1% | +2.0% |
| 30D | +1.5% | +1.6% | -0.1% | +1.3% |
| 3M | -2.4% | +7.9% | -10.3% | -2.9% |
| 6M | +6.0% | +21.2% | -15.2% | +4.7% |
| YTD | +10.1% | +73.2% | -63.1% | +6.3% |
| 1Y | +11.8% | +97.5% | -85.7% | +7.1% |
| 3Y | +59.7% | -1.2% | +60.9% | +58.2% |
| All | +59.7% | -1.0% | +60.7% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling