+852.0%
TER vs CNC
+5,893.3%
-5,041.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.7% |
| 7D | +14.4% | +2.2% | +12.2% | +13.7% |
| 30D | -30.6% | +1.6% | -32.2% | -31.2% |
| 3M | -39.2% | +7.9% | -47.1% | -40.9% |
| 6M | -31.3% | +21.2% | -52.5% | -35.4% |
| YTD | +29.1% | +73.2% | -44.1% | +9.0% |
| 1Y | +47.4% | +97.5% | -50.0% | +20.5% |
| 3Y | +191.2% | -1.2% | +192.4% | +163.6% |
| 5Y | +74.0% | -6.1% | +80.0% | +56.9% |
| 10Y | +1,005.1% | +181.3% | +823.8% | +620.8% |
| All | +852.0% | +5,893.3% | -5,041.2% | +224.0% |
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