+3.4%
CNC vs DRI
+68.4%
-65.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -4.9% | -4.8% | 0.0% | -4.0% |
| 30D | -3.8% | -3.9% | +0.2% | -3.1% |
| 3M | -3.2% | +5.1% | -8.3% | -4.3% |
| 6M | +47.9% | +5.5% | +42.4% | +45.8% |
| YTD | +55.7% | +16.5% | +39.2% | +49.3% |
| 1Y | +106.2% | +2.0% | +104.3% | +103.0% |
| 3Y | -2.1% | +54.5% | -56.6% | -11.9% |
| 5Y | +3.4% | +66.6% | -63.2% | -8.2% |
| All | +3.4% | +68.4% | -65.0% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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