+149.4%
MAR vs CNC
+10.7%
+138.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.6% |
| 7D | -0.5% | -0.9% | +0.4% | -0.5% |
| 30D | -5.4% | -1.0% | -4.4% | -5.4% |
| 3M | -15.5% | +4.5% | -20.0% | -16.0% |
| 6M | +3.0% | +85.2% | -82.3% | -4.1% |
| YTD | +8.5% | +61.4% | -52.9% | +2.2% |
| 1Y | +26.0% | +94.9% | -68.9% | +15.8% |
| 3Y | +68.6% | 0.0% | +68.6% | +63.0% |
| All | +149.4% | +10.7% | +138.7% | +135.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling