+4,405.6%
CNC vs BAX
+41.3%
+4,364.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.8% | +0.1% | -2.3% |
| 7D | -1.0% | -2.4% | +1.4% | -0.1% |
| 30D | -1.8% | -9.7% | +7.9% | +1.8% |
| 3M | -0.7% | +29.3% | -30.0% | -10.5% |
| 6M | +47.9% | +40.7% | +7.3% | +28.1% |
| YTD | +56.9% | +30.3% | +26.7% | +38.5% |
| 1Y | +123.9% | +3.4% | +120.5% | +114.4% |
| 3Y | -1.3% | -32.0% | +30.8% | +5.7% |
| 5Y | +2.8% | -66.9% | +69.6% | +44.2% |
| 10Y | +90.9% | -37.1% | +127.9% | +110.3% |
| All | +4,405.6% | +41.3% | +4,364.3% | +3,593.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling