+555.9%
XYZ vs CNC
+142.1%
+413.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -2.2% | -7.3% | +5.1% | -0.3% |
| 30D | +11.6% | +5.2% | +6.4% | +10.2% |
| 3M | +8.4% | +8.6% | -0.2% | +6.0% |
| 6M | +17.2% | +25.1% | -7.9% | +9.9% |
| YTD | +31.7% | +71.3% | -39.6% | +12.1% |
| 1Y | +30.1% | +99.3% | -69.3% | +6.0% |
| 3Y | +66.4% | -1.9% | +68.4% | +54.1% |
| 5Y | -62.2% | -6.4% | -55.8% | -64.9% |
| 10Y | +621.5% | +178.1% | +443.4% | +424.2% |
| All | +555.9% | +142.1% | +413.7% | +377.7% |
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 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