+120.1%
MAR vs CNC
-1.0%
+121.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.4% |
| 7D | +1.6% | +2.2% | -0.6% | +1.5% |
| 30D | +13.8% | +1.6% | +12.2% | +13.6% |
| 3M | +20.3% | +7.9% | +12.4% | +19.7% |
| 6M | +21.3% | +21.2% | +0.1% | +19.9% |
| YTD | +37.2% | +73.2% | -36.0% | +32.1% |
| 1Y | +48.4% | +97.5% | -49.0% | +41.8% |
| 3Y | +120.1% | -1.2% | +121.3% | +114.7% |
| All | +120.1% | -1.0% | +121.1% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling