-3.6%
CNC vs BN
+71.3%
-74.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | -4.9% | -3.0% | -1.9% | -4.7% |
| 30D | -3.8% | -13.0% | +9.2% | -3.0% |
| 3M | -3.2% | -15.2% | +12.0% | -2.4% |
| 6M | +47.9% | -5.9% | +53.8% | +47.7% |
| YTD | +55.7% | -15.8% | +71.5% | +56.7% |
| 1Y | +106.2% | -12.2% | +118.4% | +106.4% |
| All | -3.6% | +71.3% | -74.9% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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