-39.0%
U vs CNC
+10.8%
-49.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -3.8% | +3.5% | -7.3% | -4.0% |
| 30D | +17.5% | +0.1% | +17.4% | +17.4% |
| 3M | +38.7% | +6.9% | +31.8% | +37.9% |
| 6M | +104.4% | +49.0% | +55.4% | +98.6% |
| YTD | -5.7% | +62.9% | -68.6% | -9.0% |
| 1Y | +3.7% | +134.0% | -130.3% | -3.2% |
| 3Y | +12.3% | +9.4% | +2.9% | +10.3% |
| 5Y | -68.8% | +4.1% | -73.0% | -65.8% |
| All | -39.0% | +10.8% | -49.8% | -25.2% |
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