+3,595.7%
DLR vs CNC
+1,024.1%
+2,571.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.6% |
| 7D | +1.6% | +3.5% | -2.0% | +0.9% |
| 30D | -3.4% | +0.1% | -3.4% | -3.4% |
| 3M | +0.5% | +6.9% | -6.4% | -1.0% |
| 6M | +4.6% | +49.0% | -44.5% | -3.9% |
| YTD | +23.4% | +62.9% | -39.5% | +11.1% |
| 1Y | +19.0% | +134.0% | -115.0% | -0.8% |
| 3Y | +56.5% | +9.4% | +47.1% | +43.8% |
| 5Y | +33.3% | +4.1% | +29.2% | +22.1% |
| 10Y | +165.1% | +95.4% | +69.7% | +102.8% |
| All | +3,595.7% | +1,024.1% | +2,571.5% | +1,561.5% |
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