+50.7%
O vs CNC
+99.9%
-49.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | -2.9% | -0.9% | -1.9% | -2.7% |
| 30D | -4.5% | -1.0% | -3.6% | -4.4% |
| 3M | -2.6% | +4.5% | -7.2% | -3.7% |
| 6M | -5.6% | +85.2% | -90.8% | -16.3% |
| YTD | +9.3% | +61.4% | -52.1% | -1.4% |
| 1Y | +4.3% | +94.9% | -90.6% | -9.8% |
| 3Y | +27.4% | 0.0% | +27.4% | +20.4% |
| 5Y | +17.1% | +11.2% | +5.9% | +5.0% |
| All | +50.7% | +99.9% | -49.2% | +23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling