+92.2%
CNC vs ECL
+155.8%
-63.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -3.9% | -2.6% | -1.2% | -2.8% |
| 30D | +0.8% | -4.6% | +5.4% | +2.7% |
| 3M | +0.1% | +6.0% | -5.9% | -2.8% |
| 6M | +79.7% | -3.0% | +82.6% | +80.2% |
| YTD | +58.9% | +4.0% | +54.9% | +54.3% |
| 1Y | +109.1% | +2.0% | +107.1% | +104.2% |
| 3Y | 0.0% | +53.9% | -53.9% | -21.5% |
| 5Y | +9.5% | +27.1% | -17.6% | -6.9% |
| All | +92.2% | +155.8% | -63.5% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ECL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling