+70.3%
T vs CNC
+99.9%
-29.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.8% |
| 7D | +1.5% | -0.9% | +2.4% | +1.6% |
| 30D | +7.5% | -1.0% | +8.4% | +7.6% |
| 3M | +14.8% | +4.5% | +10.3% | +13.8% |
| 6M | -1.7% | +85.2% | -87.0% | -11.2% |
| YTD | +8.7% | +61.4% | -52.7% | -0.2% |
| 1Y | -7.5% | +94.9% | -102.4% | -18.0% |
| 3Y | +110.2% | 0.0% | +110.2% | +100.7% |
| 5Y | +71.6% | +11.2% | +60.4% | +58.1% |
| All | +70.3% | +99.9% | -29.7% | +51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling