+46.5%
F vs CNC
+1.4%
+45.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.7% | -0.6% | -3.8% |
| 7D | +1.2% | -1.0% | +2.2% | +1.3% |
| 30D | +1.2% | -1.8% | +3.0% | +1.4% |
| 3M | -5.7% | -0.7% | -5.0% | -5.7% |
| 6M | +17.9% | +47.9% | -30.0% | +11.8% |
| YTD | +10.4% | +56.9% | -46.5% | +3.5% |
| 1Y | +25.3% | +123.9% | -98.6% | +11.4% |
| 3Y | +37.5% | -1.3% | +38.7% | +31.2% |
| 5Y | +46.5% | +2.8% | +43.8% | +31.7% |
| All | +46.5% | +1.4% | +45.1% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling