+4,577.2%
CNC vs BBWI
+424.6%
+4,152.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.3% | -2.0% |
| 7D | +3.5% | +1.5% | +2.0% | +3.2% |
| 30D | +0.1% | -5.2% | +5.3% | +0.9% |
| 3M | +6.9% | +11.1% | -4.2% | +3.7% |
| 6M | +49.0% | -13.4% | +62.4% | +50.7% |
| YTD | +62.9% | +0.1% | +62.8% | +58.8% |
| 1Y | +134.0% | -36.1% | +170.1% | +147.1% |
| 3Y | +9.4% | -44.1% | +53.5% | +13.0% |
| 5Y | +4.1% | -66.2% | +70.4% | +14.8% |
| 10Y | +95.4% | -54.8% | +150.2% | +71.7% |
| All | +4,577.2% | +424.6% | +4,152.6% | +1,994.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling