+533.2%
XYZ vs CNC
+130.3%
+402.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -1.0% | +3.5% | -4.5% | -1.8% |
| 30D | -1.7% | +0.1% | -1.8% | -1.8% |
| 3M | +16.7% | +6.9% | +9.8% | +14.3% |
| 6M | +26.9% | +49.0% | -22.2% | +12.3% |
| YTD | +27.1% | +62.9% | -35.8% | +9.7% |
| 1Y | +9.3% | +134.0% | -124.7% | -16.0% |
| 3Y | +42.3% | +9.4% | +32.9% | +25.1% |
| 5Y | -69.3% | +4.1% | -73.5% | -72.9% |
| 10Y | +586.8% | +95.4% | +491.4% | +426.6% |
| All | +533.2% | +130.3% | +402.9% | +367.5% |
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