+85.2%
F vs CNC
+96.8%
-11.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +2.8% |
| 7D | -3.7% | -3.9% | +0.2% | -2.9% |
| 30D | -0.7% | +0.8% | -1.5% | -0.9% |
| 3M | -1.9% | +0.1% | -2.0% | -2.2% |
| 6M | +16.1% | +79.7% | -63.6% | +2.4% |
| YTD | +9.5% | +58.9% | -49.5% | -1.9% |
| 1Y | +27.2% | +109.1% | -81.9% | +6.8% |
| 3Y | +36.3% | 0.0% | +36.3% | +27.1% |
| 5Y | +49.3% | +9.5% | +39.8% | +34.0% |
| All | +85.2% | +96.8% | -11.6% | +52.5% |
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 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