-12.1%
DOW vs CNC
+10.7%
-22.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.6% | -2.4% |
| 7D | -1.4% | -0.9% | -0.5% | -1.2% |
| 30D | -3.9% | -1.0% | -3.0% | -3.8% |
| 3M | -12.7% | +4.5% | -17.2% | -13.9% |
| 6M | -13.7% | +85.2% | -98.9% | -25.6% |
| YTD | +28.4% | +61.4% | -33.0% | +13.3% |
| 1Y | +21.8% | +94.9% | -73.1% | +2.0% |
| 3Y | -35.7% | 0.0% | -35.7% | -40.8% |
| 5Y | -36.8% | +11.2% | -48.0% | -46.5% |
| All | -12.1% | +10.7% | -22.8% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling