+48.6%
MAR vs CNC
+107.1%
-58.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.7% |
| 7D | +4.4% | +8.1% | -3.7% | +4.0% |
| 30D | +15.5% | +14.8% | +0.7% | +14.6% |
| 3M | +15.7% | +10.7% | +5.0% | +15.0% |
| 6M | +18.2% | +40.0% | -21.8% | +15.5% |
| YTD | +35.3% | +80.2% | -44.9% | +26.9% |
| 1Y | +48.6% | +101.3% | -52.7% | +35.5% |
| All | +48.6% | +107.1% | -58.4% | +35.5% |
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 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