+598.2%
EXC vs CNC
+5,809.2%
-5,211.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.9% | -5.3% | +3.3% | -1.2% |
| 30D | +7.8% | +2.0% | +5.7% | +7.3% |
| 3M | +1.9% | +4.8% | -2.9% | +0.9% |
| 6M | +3.4% | +18.5% | -15.1% | +0.3% |
| YTD | +7.6% | +70.8% | -63.2% | -1.9% |
| 1Y | +2.1% | +94.1% | -92.0% | -8.7% |
| 3Y | +29.6% | -2.2% | +31.8% | +24.0% |
| 5Y | +39.5% | -7.4% | +46.9% | +33.5% |
| 10Y | +200.2% | +177.3% | +22.9% | +143.8% |
| All | +598.2% | +5,809.2% | -5,211.0% | +275.7% |
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