+280.3%
TER vs CNC
-1.6%
+281.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.7% | +7.9% | +4.2% |
| 7D | +11.0% | -1.0% | +11.9% | +10.9% |
| 30D | -1.9% | -1.8% | -0.1% | -1.9% |
| 3M | -0.7% | -0.7% | 0.0% | -0.7% |
| 6M | +36.4% | +47.9% | -11.6% | +34.6% |
| YTD | +92.4% | +56.9% | +35.5% | +88.9% |
| 1Y | +213.5% | +123.9% | +89.6% | +204.8% |
| All | +280.3% | -1.6% | +281.9% | +258.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling