+19.0%
PM vs CNC
+110.9%
-91.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +2.3% |
| 7D | +1.9% | -3.9% | +5.8% | +1.8% |
| 30D | +1.9% | +0.8% | +1.1% | +2.0% |
| 3M | +4.6% | +0.1% | +4.5% | +4.6% |
| 6M | +11.7% | +79.7% | -68.0% | +14.3% |
| YTD | +20.4% | +58.9% | -38.6% | +23.0% |
| 1Y | +19.0% | +109.1% | -90.2% | +21.7% |
| All | +19.0% | +110.9% | -91.9% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling