+3.6%
GOOG vs CNC
+122.0%
-118.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.6% | -9.4% | +2.4% |
| 7D | -10.7% | +13.4% | -24.1% | -11.5% |
| 30D | -16.4% | +18.2% | -34.7% | -17.4% |
| 3M | -23.4% | +18.6% | -42.0% | -24.3% |
| 6M | -24.2% | +41.9% | -66.1% | -25.7% |
| YTD | -8.3% | +84.7% | -93.0% | -12.4% |
| 1Y | +3.6% | +110.5% | -106.9% | -2.2% |
| All | +3.6% | +122.0% | -118.4% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling