-6.4%
T vs CNC
+122.0%
-128.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.6% | -10.6% | +1.4% |
| 7D | +5.5% | +13.4% | -7.9% | +4.8% |
| 30D | -8.9% | +18.2% | -27.1% | -9.5% |
| 3M | -5.6% | +18.6% | -24.2% | -6.2% |
| 6M | -14.3% | +41.9% | -56.2% | -15.4% |
| YTD | -7.9% | +84.7% | -92.6% | -9.6% |
| 1Y | -6.4% | +110.5% | -116.9% | -9.1% |
| All | -6.4% | +122.0% | -128.4% | -9.1% |
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