-7.4%
CNC vs ED
+82.8%
-90.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -5.3% | -1.7% | -3.5% | -4.6% |
| 30D | +2.0% | +10.7% | -8.6% | -1.7% |
| 3M | +4.8% | +11.6% | -6.9% | +0.6% |
| 6M | +18.5% | +13.5% | +5.0% | +12.6% |
| YTD | +70.8% | +23.1% | +47.6% | +56.8% |
| 1Y | +94.1% | +23.1% | +71.0% | +78.1% |
| 3Y | -2.2% | +47.9% | -50.2% | -17.5% |
| 5Y | -7.4% | +83.9% | -91.3% | -29.5% |
| All | -7.4% | +82.8% | -90.2% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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