+1,522.1%
O vs CNC
+5,330.7%
-3,808.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.3% |
| 7D | -0.6% | -1.0% | +0.4% | -0.4% |
| 30D | -2.0% | -1.8% | -0.1% | -1.7% |
| 3M | +3.0% | -0.7% | +3.7% | +2.8% |
| 6M | -3.6% | +47.9% | -51.6% | -11.4% |
| YTD | +12.1% | +56.9% | -44.9% | +1.5% |
| 1Y | +8.9% | +123.9% | -115.0% | -8.5% |
| 3Y | +30.3% | -1.3% | +31.6% | +22.5% |
| 5Y | +13.7% | +2.8% | +11.0% | +4.4% |
| 10Y | +50.3% | +90.9% | -40.6% | +18.5% |
| All | +1,522.1% | +5,330.7% | -3,808.6% | +616.9% |
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