+2,213.5%
MAR vs CNC
+5,330.7%
-3,117.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -1.6% |
| 7D | -1.7% | -1.0% | -0.7% | -1.5% |
| 30D | -6.9% | -1.8% | -5.1% | -6.6% |
| 3M | -15.8% | -0.7% | -15.1% | -16.1% |
| 6M | +1.9% | +47.9% | -46.0% | -7.0% |
| YTD | +6.6% | +56.9% | -50.3% | -4.2% |
| 1Y | +23.7% | +123.9% | -100.3% | +2.7% |
| 3Y | +64.6% | -1.3% | +65.9% | +53.8% |
| 5Y | +156.4% | +2.8% | +153.6% | +134.1% |
| 10Y | +415.4% | +90.9% | +324.5% | +300.4% |
| All | +2,213.5% | +5,330.7% | -3,117.2% | +937.8% |
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