-62.2%
XYZ vs CNC
-6.0%
-56.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -2.2% | -7.3% | +5.1% | -1.2% |
| 30D | +11.6% | +5.2% | +6.4% | +10.9% |
| 3M | +8.4% | +8.6% | -0.2% | +7.2% |
| 6M | +17.2% | +25.1% | -7.9% | +13.8% |
| YTD | +31.7% | +71.3% | -39.6% | +22.4% |
| 1Y | +30.1% | +99.3% | -69.3% | +18.7% |
| 3Y | +66.4% | -1.9% | +68.4% | +64.7% |
| 5Y | -62.2% | -6.4% | -55.8% | -61.0% |
| All | -62.2% | -6.0% | -56.2% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling