+9.5%
CNC vs BBWI
-69.5%
+79.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.2% |
| 7D | -3.9% | -8.0% | +4.2% | -3.2% |
| 30D | +0.8% | -6.6% | +7.4% | +1.3% |
| 3M | +0.1% | -2.7% | +2.8% | -0.1% |
| 6M | +79.7% | -12.8% | +92.4% | +80.3% |
| YTD | +58.9% | -10.5% | +69.4% | +58.7% |
| 1Y | +109.1% | -35.3% | +144.5% | +114.3% |
| 3Y | 0.0% | -47.7% | +47.7% | +2.4% |
| 5Y | +9.5% | -68.9% | +78.4% | +27.0% |
| All | +9.5% | -69.5% | +79.0% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling