+1,275.2%
GS vs CNC
+5,764.6%
-4,489.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +1.0% |
| 7D | -3.2% | +1.9% | -5.1% | -3.7% |
| 30D | -2.4% | +7.3% | -9.7% | -4.1% |
| 3M | -15.7% | +8.6% | -24.4% | -17.6% |
| 6M | -6.8% | +26.0% | -32.8% | -12.1% |
| YTD | -0.1% | +69.5% | -69.5% | -13.1% |
| 1Y | +12.1% | +88.0% | -75.9% | -5.1% |
| 3Y | +185.8% | -2.9% | +188.7% | +164.7% |
| 5Y | +140.1% | -6.0% | +146.1% | +120.6% |
| 10Y | +505.2% | +126.4% | +378.9% | +331.9% |
| All | +1,275.2% | +5,764.6% | -4,489.4% | +350.5% |
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 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