+110.5%
CNC vs BBWI
+2.4%
+108.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +4.1% | +8.5% | +12.3% |
| 7D | +13.4% | +8.8% | +4.6% | +12.7% |
| 30D | +18.2% | +34.8% | -16.6% | +16.2% |
| 3M | +18.6% | +12.9% | +5.7% | +17.4% |
| 6M | +41.9% | +29.6% | +12.3% | +38.7% |
| YTD | +84.7% | +20.8% | +63.9% | +80.7% |
| 1Y | +110.5% | +4.1% | +106.4% | +108.1% |
| All | +110.5% | +2.4% | +108.1% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling