+62.0%
PSX vs CNC
+47.7%
+14.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +1.8% | -4.9% | +6.7% | +2.1% |
| 30D | +21.6% | -3.8% | +25.4% | +21.8% |
| 3M | +46.5% | -3.2% | +49.7% | +46.3% |
| 6M | +62.0% | +47.9% | +14.1% | +61.7% |
| All | +62.0% | +47.7% | +14.3% | +61.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling