+1,549.6%
GS vs CNC
+5,537.6%
-3,987.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +0.9% | +3.5% | -2.6% | +0.2% |
| 30D | -1.6% | +0.1% | -1.6% | -1.7% |
| 3M | -4.5% | +6.9% | -11.4% | -6.2% |
| 6M | +20.9% | +49.0% | -28.1% | +9.0% |
| YTD | +19.9% | +62.9% | -43.0% | +5.5% |
| 1Y | +41.4% | +134.0% | -92.6% | +13.5% |
| 3Y | +239.2% | +9.4% | +229.7% | +205.1% |
| 5Y | +185.0% | +4.1% | +180.9% | +155.0% |
| 10Y | +655.0% | +95.4% | +559.6% | +458.5% |
| All | +1,549.6% | +5,537.6% | -3,987.9% | +447.0% |
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