-68.6%
XYZ vs CNC
+1.4%
-70.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -2.8% |
| 7D | +2.9% | -1.0% | +3.8% | +3.0% |
| 30D | +1.4% | -1.8% | +3.2% | +1.6% |
| 3M | +14.6% | -0.7% | +15.3% | +14.5% |
| 6M | +20.8% | +47.9% | -27.2% | +14.3% |
| YTD | +23.1% | +56.9% | -33.9% | +15.6% |
| 1Y | +5.6% | +123.9% | -118.3% | -5.6% |
| 3Y | +50.9% | -1.3% | +52.2% | +44.9% |
| 5Y | -68.6% | +2.8% | -71.3% | -68.7% |
| All | -68.6% | +1.4% | -70.0% | -68.7% |
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