+2,877.5%
MAR vs CNC
+5,893.3%
-3,015.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | +1.6% | +2.2% | -0.6% | +1.2% |
| 30D | +13.8% | +1.6% | +12.2% | +13.2% |
| 3M | +20.3% | +7.9% | +12.4% | +18.1% |
| 6M | +21.3% | +21.2% | +0.1% | +15.8% |
| YTD | +37.2% | +73.2% | -36.0% | +20.5% |
| 1Y | +48.4% | +97.5% | -49.0% | +26.9% |
| 3Y | +120.1% | -1.2% | +121.3% | +105.7% |
| 5Y | +182.1% | -6.1% | +188.1% | +162.8% |
| 10Y | +530.2% | +181.3% | +349.0% | +355.9% |
| All | +2,877.5% | +5,893.3% | -3,015.8% | +1,206.0% |
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