+1,131.3%
PSX vs CNC
+513.9%
+617.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +2.3% |
| 7D | +2.8% | -1.0% | +3.8% | +3.0% |
| 30D | +27.8% | -1.8% | +29.6% | +28.0% |
| 3M | +42.0% | -0.7% | +42.7% | +41.8% |
| 6M | +58.1% | +47.9% | +10.2% | +45.0% |
| YTD | +105.0% | +56.9% | +48.1% | +85.2% |
| 1Y | +104.9% | +123.9% | -19.0% | +71.1% |
| 3Y | +134.1% | -1.3% | +135.3% | +119.8% |
| 5Y | +363.8% | +2.8% | +361.1% | +322.7% |
| 10Y | +370.1% | +90.9% | +279.2% | +275.6% |
| All | +1,131.3% | +513.9% | +617.5% | +782.3% |
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 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