+1,339.4%
GS vs CNC
+5,663.7%
-4,324.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +5.0% |
| 7D | +0.8% | +3.0% | -2.2% | 0.0% |
| 30D | +1.2% | +4.9% | -3.6% | -0.1% |
| 3M | -12.4% | +4.2% | -16.6% | -13.6% |
| 6M | -2.3% | +22.5% | -24.8% | -7.4% |
| YTD | +4.6% | +66.6% | -62.0% | -8.7% |
| 1Y | +17.5% | +82.5% | -65.0% | +0.2% |
| 3Y | +202.0% | -4.1% | +206.1% | +180.5% |
| 5Y | +152.4% | -8.3% | +160.7% | +133.2% |
| 10Y | +478.5% | +153.6% | +324.9% | +305.7% |
| All | +1,339.4% | +5,663.7% | -4,324.3% | +373.3% |
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