-15.1%
F vs CNC
-7.3%
-7.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +0.8% |
| 7D | -0.6% | +3.0% | -3.7% | -1.0% |
| 30D | +2.9% | +4.9% | -2.0% | +2.2% |
| 3M | -9.5% | +4.2% | -13.7% | -10.0% |
| 6M | +4.0% | +22.5% | -18.5% | +1.4% |
| YTD | -1.3% | +66.6% | -67.8% | -7.6% |
| 1Y | -1.9% | +82.5% | -84.4% | -9.4% |
| 3Y | +53.5% | -4.1% | +57.6% | +50.5% |
| 5Y | -15.1% | -8.3% | -6.8% | -20.5% |
| All | -15.1% | -7.3% | -7.8% | -20.5% |
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 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