+230.7%
GM vs CNC
+1,026.8%
-796.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -1.1% | -4.9% | +3.8% | -0.1% |
| 30D | -4.6% | -3.8% | -0.8% | -3.9% |
| 3M | +0.2% | -3.2% | +3.5% | +0.5% |
| 6M | +12.6% | +47.9% | -35.3% | +2.1% |
| YTD | +3.7% | +55.7% | -52.0% | -7.7% |
| 1Y | +45.6% | +106.2% | -60.6% | +20.6% |
| 3Y | +162.0% | -2.1% | +164.0% | +143.6% |
| 5Y | +80.5% | +3.4% | +77.1% | +63.1% |
| 10Y | +231.3% | +91.7% | +139.7% | +150.2% |
| All | +230.7% | +1,026.8% | -796.1% | +44.9% |
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