+5.6%
CNC vs BG
+81.8%
-76.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.8% |
| 7D | -0.9% | +3.1% | -4.0% | -1.4% |
| 30D | -1.0% | +10.2% | -11.2% | -2.5% |
| 3M | +4.5% | -1.7% | +6.2% | +4.7% |
| 6M | +85.2% | +1.0% | +84.2% | +84.4% |
| YTD | +61.4% | +39.9% | +21.5% | +52.8% |
| 1Y | +94.9% | +53.2% | +41.7% | +81.6% |
| 3Y | 0.0% | +16.3% | -16.3% | -2.7% |
| All | +5.6% | +81.8% | -76.2% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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