+88.3%
CNC vs CFG
+310.3%
-222.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -4.9% | -0.6% | -4.3% | -4.7% |
| 30D | -3.8% | -4.5% | +0.8% | -2.6% |
| 3M | -3.2% | +6.3% | -9.6% | -4.9% |
| 6M | +47.9% | +20.6% | +27.3% | +40.3% |
| YTD | +55.7% | +21.2% | +34.4% | +46.9% |
| 1Y | +106.2% | +38.2% | +68.1% | +87.6% |
| 3Y | -2.1% | +185.9% | -188.0% | -31.1% |
| 5Y | +3.4% | +97.0% | -93.6% | -20.6% |
| All | +88.3% | +310.3% | -222.0% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling