-5.1%
CNC vs EAT
+363.9%
-369.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.4% |
| 7D | +2.2% | -4.0% | +6.2% | +2.5% |
| 30D | +1.6% | -2.9% | +4.5% | +1.8% |
| 3M | +7.9% | -16.9% | +24.8% | +9.0% |
| 6M | +21.2% | +57.0% | -35.8% | +18.1% |
| YTD | +73.2% | +38.2% | +35.0% | +69.1% |
| 1Y | +97.5% | +69.3% | +28.2% | +90.2% |
| 3Y | -1.2% | +483.0% | -484.2% | -16.1% |
| All | -5.1% | +363.9% | -369.0% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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