+567.7%
EXC vs CNC
+5,537.6%
-4,969.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.9% |
| 7D | +0.3% | +3.5% | -3.3% | -0.2% |
| 30D | -3.7% | +0.1% | -3.8% | -3.8% |
| 3M | -1.3% | +6.9% | -8.2% | -2.5% |
| 6M | -9.7% | +49.0% | -58.7% | -15.5% |
| YTD | +2.9% | +62.9% | -60.0% | -5.3% |
| 1Y | +4.4% | +134.0% | -129.6% | -9.5% |
| 3Y | +22.2% | +9.4% | +12.8% | +15.0% |
| 5Y | +46.7% | +4.1% | +42.6% | +38.0% |
| 10Y | +155.3% | +95.4% | +59.9% | +116.5% |
| All | +567.7% | +5,537.6% | -4,969.8% | +262.5% |
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