+3.4%
CNC vs ECL
+25.4%
-22.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | -4.9% | -2.7% | -2.1% | -4.3% |
| 30D | -3.8% | -4.3% | +0.5% | -2.8% |
| 3M | -3.2% | +3.2% | -6.5% | -4.2% |
| 6M | +47.9% | -2.9% | +50.8% | +48.4% |
| YTD | +55.7% | +4.3% | +51.4% | +53.2% |
| 1Y | +106.2% | +1.6% | +104.6% | +104.1% |
| 3Y | -2.1% | +54.3% | -56.3% | -15.1% |
| 5Y | +3.4% | +26.5% | -23.1% | -8.3% |
| All | +3.4% | +25.4% | -22.0% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling