-6.4%
CNC vs ALL
+158.6%
-165.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -7.3% | -2.6% | -4.7% | -6.5% |
| 30D | +5.2% | +12.7% | -7.6% | +1.6% |
| 3M | +8.6% | +0.4% | +8.2% | +8.5% |
| 6M | +25.1% | +23.8% | +1.3% | +16.9% |
| YTD | +71.3% | +27.8% | +43.5% | +58.1% |
| 1Y | +99.3% | +28.9% | +70.4% | +83.4% |
| 3Y | -1.9% | +113.9% | -115.8% | -21.2% |
| 5Y | -6.4% | +157.4% | -163.8% | -32.3% |
| All | -6.4% | +158.6% | -165.0% | -32.3% |
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