+37.5%
F vs CNC
-2.0%
+39.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.7% | -0.6% | -4.1% |
| 7D | +1.2% | -1.0% | +2.2% | +1.2% |
| 30D | +1.2% | -1.8% | +3.0% | +1.3% |
| 3M | -5.7% | -0.7% | -5.0% | -5.7% |
| 6M | +17.9% | +47.9% | -30.0% | +16.2% |
| YTD | +10.4% | +56.9% | -46.5% | +8.4% |
| 1Y | +25.3% | +123.9% | -98.6% | +21.8% |
| 3Y | +37.5% | -1.3% | +38.7% | +31.7% |
| All | +37.5% | -2.0% | +39.4% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling