+3.4%
CNC vs A
-16.2%
+19.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -4.9% | -4.4% | -0.5% | -3.9% |
| 30D | -3.8% | -2.7% | -1.1% | -3.3% |
| 3M | -3.2% | +7.0% | -10.3% | -4.9% |
| 6M | +47.9% | +24.6% | +23.3% | +39.4% |
| YTD | +55.7% | +7.0% | +48.7% | +52.5% |
| 1Y | +106.2% | +15.6% | +90.7% | +98.3% |
| 3Y | -2.1% | +29.9% | -32.0% | -10.4% |
| 5Y | +3.4% | -15.4% | +18.8% | -6.3% |
| All | +3.4% | -16.2% | +19.6% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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