+3.4%
CNC vs ALL
+115.1%
-111.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -4.9% | -2.2% | -2.6% | -4.2% |
| 30D | -3.8% | -5.6% | +1.8% | -2.2% |
| 3M | -3.2% | +17.2% | -20.5% | -8.0% |
| 6M | +47.9% | +23.2% | +24.6% | +38.2% |
| YTD | +55.7% | +23.6% | +32.1% | +45.1% |
| 1Y | +106.2% | +29.2% | +77.1% | +89.6% |
| 3Y | -2.1% | +153.8% | -155.9% | -24.5% |
| 5Y | +3.4% | +116.1% | -112.7% | -17.2% |
| All | +3.4% | +115.1% | -111.7% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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