+65.7%
T vs CNC
+3.0%
+62.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -3.1% | -4.9% | +1.8% | -2.7% |
| 30D | +4.6% | -3.8% | +8.3% | +4.9% |
| 3M | +12.2% | -3.2% | +15.5% | +12.4% |
| 6M | -6.5% | +47.9% | -54.3% | -10.4% |
| YTD | +4.9% | +55.7% | -50.8% | -0.3% |
| 1Y | -10.5% | +106.2% | -116.7% | -17.8% |
| 3Y | +104.6% | -2.1% | +106.7% | +99.0% |
| All | +65.7% | +3.0% | +62.6% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling