+95.2%
CNC vs BBWI
-55.0%
+150.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.9% | +0.8% |
| 7D | -0.9% | -4.8% | +3.9% | -0.4% |
| 30D | -1.0% | +3.5% | -4.4% | -1.5% |
| 3M | +4.5% | -0.3% | +4.8% | +4.0% |
| 6M | +85.2% | -5.4% | +90.6% | +84.3% |
| YTD | +61.4% | -4.7% | +66.1% | +59.9% |
| 1Y | +94.9% | -30.5% | +125.4% | +99.7% |
| 3Y | 0.0% | -44.3% | +44.3% | +2.4% |
| 5Y | +11.2% | -66.9% | +78.1% | +19.6% |
| All | +95.2% | -55.0% | +150.2% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling