+5.2%
XYZ vs CNC
+119.8%
-114.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -3.7% | -4.9% | +1.2% | -3.3% |
| 30D | +0.5% | -3.8% | +4.3% | +0.9% |
| 3M | +16.3% | -3.2% | +19.5% | +16.6% |
| 6M | +21.1% | +47.9% | -26.7% | +17.2% |
| YTD | +22.0% | +55.7% | -33.7% | +17.9% |
| 1Y | +5.2% | +106.2% | -101.1% | +4.1% |
| All | +5.2% | +119.8% | -114.6% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling