+64.1%
DIA vs CNC
+10.7%
+53.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | -1.6% | -0.9% | -0.6% | -1.5% |
| 30D | -2.0% | -1.0% | -1.1% | -2.0% |
| 3M | +3.6% | +4.5% | -0.9% | +3.0% |
| 6M | +11.5% | +85.2% | -73.7% | +4.1% |
| YTD | +10.4% | +61.4% | -51.1% | +4.1% |
| 1Y | +15.6% | +94.9% | -79.3% | +6.3% |
| 3Y | +58.9% | 0.0% | +58.9% | +54.7% |
| All | +64.1% | +10.7% | +53.4% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling