-35.7%
U vs CNC
+9.7%
-45.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +4.4% |
| 7D | +5.5% | -0.9% | +6.4% | +5.6% |
| 30D | -1.3% | -1.0% | -0.3% | -1.2% |
| 3M | +64.6% | +4.5% | +60.0% | +63.9% |
| 6M | +119.4% | +85.2% | +34.1% | +109.9% |
| YTD | -0.5% | +61.4% | -61.9% | -3.9% |
| 1Y | +1.3% | +94.9% | -93.6% | -3.9% |
| 3Y | +15.6% | 0.0% | +15.6% | +15.0% |
| 5Y | -67.5% | +11.2% | -78.7% | -63.4% |
| All | -35.7% | +9.7% | -45.4% | -21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling