+74.3%
F vs CNC
+158.9%
-84.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.2% |
| 7D | +1.0% | +4.0% | -3.1% | 0.0% |
| 30D | +2.1% | +7.4% | -5.3% | +0.5% |
| 3M | -10.3% | +5.4% | -15.7% | -11.5% |
| 6M | +3.3% | +25.4% | -22.2% | -2.1% |
| YTD | -2.0% | +70.6% | -72.6% | -14.0% |
| 1Y | -2.3% | +104.9% | -107.2% | -17.7% |
| 3Y | +49.9% | -2.3% | +52.2% | +41.4% |
| 5Y | -12.5% | -6.5% | -6.0% | -17.7% |
| 10Y | +74.3% | +153.3% | -79.0% | +40.2% |
| All | +74.3% | +158.9% | -84.6% | +40.2% |
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