-3.6%
CNC vs BEN
+53.1%
-56.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -4.9% | +3.4% | -8.2% | -5.4% |
| 30D | -3.8% | +1.8% | -5.6% | -4.1% |
| 3M | -3.2% | +8.4% | -11.6% | -4.6% |
| 6M | +47.9% | +35.6% | +12.2% | +40.9% |
| YTD | +55.7% | +46.4% | +9.3% | +46.8% |
| 1Y | +106.2% | +46.3% | +59.9% | +94.3% |
| All | -3.6% | +53.1% | -56.6% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 3y: compounded portfolio wealth divided by compounded BEN 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…
3y analysis · Full analysis span regression · 6 months rolling