+228.2%
TER vs CNC
+2.3%
+225.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.2% |
| 7D | +12.4% | -4.9% | +17.2% | +12.6% |
| 30D | +5.1% | -3.8% | +8.9% | +5.3% |
| 3M | +4.0% | -3.2% | +7.2% | +4.0% |
| 6M | +29.5% | +47.9% | -18.3% | +24.4% |
| YTD | +98.5% | +55.7% | +42.8% | +88.9% |
| 1Y | +234.1% | +106.2% | +127.8% | +208.6% |
| 3Y | +289.0% | -2.1% | +291.1% | +269.0% |
| 5Y | +228.2% | +3.4% | +224.8% | +224.1% |
| All | +228.2% | +2.3% | +225.9% | +224.1% |
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