+115.6%
F vs CNC
+5,537.6%
-5,422.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.7% |
| 7D | +5.3% | +3.5% | +1.8% | +4.7% |
| 30D | +4.6% | +0.1% | +4.5% | +4.5% |
| 3M | -3.7% | +6.9% | -10.6% | -5.1% |
| 6M | +16.8% | +49.0% | -32.2% | +7.2% |
| YTD | +15.3% | +62.9% | -47.6% | +3.7% |
| 1Y | +31.0% | +134.0% | -103.0% | +9.3% |
| 3Y | +45.4% | +9.4% | +36.0% | +33.6% |
| 5Y | +54.7% | +4.1% | +50.5% | +42.5% |
| 10Y | +98.2% | +95.4% | +2.8% | +57.3% |
| All | +115.6% | +5,537.6% | -5,422.0% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling