+382.1%
T vs CNC
+5,537.6%
-5,155.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.8% |
| 7D | -1.3% | +3.5% | -4.8% | -1.7% |
| 30D | +11.4% | +0.1% | +11.3% | +11.3% |
| 3M | +14.3% | +6.9% | +7.4% | +13.1% |
| 6M | -9.3% | +49.0% | -58.3% | -14.4% |
| YTD | +7.1% | +62.9% | -55.8% | -0.3% |
| 1Y | -9.1% | +134.0% | -143.1% | -19.6% |
| 3Y | +105.3% | +9.4% | +95.9% | +94.7% |
| 5Y | +66.8% | +4.1% | +62.7% | +58.1% |
| 10Y | +66.8% | +95.4% | -28.6% | +43.3% |
| All | +382.1% | +5,537.6% | -5,155.4% | +184.0% |
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