+11.9%
U vs CNC
-2.4%
+14.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +4.4% | -4.9% | +9.2% | +4.5% |
| 30D | -1.3% | -3.8% | +2.5% | -1.2% |
| 3M | +49.6% | -3.2% | +52.8% | +49.6% |
| 6M | +100.2% | +47.9% | +52.3% | +98.2% |
| YTD | -3.7% | +55.7% | -59.4% | -4.7% |
| 1Y | -6.5% | +106.2% | -112.8% | -8.5% |
| All | +11.9% | -2.4% | +14.3% | +17.5% |
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