+43.2%
TER vs CNC
+122.0%
-78.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +12.6% | -19.5% | -4.2% |
| 7D | -19.9% | +13.4% | -33.2% | -17.5% |
| 30D | -43.5% | +18.2% | -61.7% | -41.3% |
| 3M | -37.8% | +18.6% | -56.4% | -35.2% |
| 6M | -25.6% | +41.9% | -67.5% | -20.2% |
| YTD | +29.8% | +84.7% | -54.9% | +35.5% |
| 1Y | +43.2% | +110.5% | -67.3% | +44.4% |
| All | +43.2% | +122.0% | -78.8% | +44.4% |
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