+214.8%
TER vs CNC
+110.9%
+103.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -3.5% |
| 7D | +9.4% | -3.9% | +13.2% | +9.4% |
| 30D | -2.4% | +0.8% | -3.2% | -2.5% |
| 3M | +6.5% | +0.1% | +6.5% | +6.6% |
| 6M | +23.2% | +79.7% | -56.5% | +14.2% |
| YTD | +91.5% | +58.9% | +32.5% | +77.0% |
| 1Y | +214.8% | +109.1% | +105.7% | +165.9% |
| All | +214.8% | +110.9% | +103.9% | +165.9% |
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 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