+4.6%
EXC vs CNC
+99.1%
-94.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | -0.1% | +1.3% |
| 7D | +1.4% | +2.2% | -0.8% | +1.3% |
| 30D | +8.6% | +1.6% | +7.0% | +8.5% |
| 3M | +2.4% | +7.9% | -5.5% | +2.2% |
| 6M | +6.5% | +21.2% | -14.7% | +5.9% |
| YTD | +9.0% | +73.2% | -64.1% | +6.6% |
| 1Y | +4.6% | +97.5% | -92.9% | -0.3% |
| All | +4.6% | +99.1% | -94.5% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling