+95.2%
CNC vs BAX
-38.1%
+133.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +2.1% |
| 7D | -0.9% | -7.9% | +6.9% | +2.0% |
| 30D | -1.0% | -11.7% | +10.7% | +3.4% |
| 3M | +4.5% | +16.2% | -11.7% | -2.2% |
| 6M | +85.2% | +32.0% | +53.2% | +63.4% |
| YTD | +61.4% | +24.7% | +36.7% | +44.1% |
| 1Y | +94.9% | -2.6% | +97.5% | +90.8% |
| 3Y | 0.0% | -35.0% | +35.0% | +10.2% |
| 5Y | +11.2% | -67.6% | +78.8% | +75.9% |
| All | +95.2% | -38.1% | +133.4% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling