+2,806.4%
TMO vs CNC
+5,485.4%
-2,679.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | -0.6% | -0.9% | +0.3% | -0.5% |
| 30D | +1.1% | -1.0% | +2.1% | +1.3% |
| 3M | +28.3% | +4.5% | +23.8% | +26.7% |
| 6M | +23.3% | +85.2% | -62.0% | +8.2% |
| YTD | +5.5% | +61.4% | -56.0% | -5.5% |
| 1Y | +24.5% | +94.9% | -70.3% | +6.8% |
| 3Y | +19.6% | 0.0% | +19.6% | +12.0% |
| 5Y | +8.1% | +11.2% | -3.1% | -2.0% |
| 10Y | +336.7% | +98.7% | +238.0% | +238.3% |
| All | +2,806.4% | +5,485.4% | -2,679.0% | +1,058.0% |
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