+7.2%
CNC vs ED
+67.9%
-60.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | -3.8% | +1.9% | -5.7% | -4.5% |
| 3M | -3.2% | +1.9% | -5.1% | -4.2% |
| 6M | +47.9% | -2.3% | +50.1% | +48.6% |
| YTD | +55.7% | +10.9% | +44.8% | +48.7% |
| 1Y | +106.2% | +14.5% | +91.7% | +93.9% |
| 3Y | -2.1% | +33.4% | -35.5% | -13.9% |
| All | +7.2% | +67.9% | -60.7% | -11.5% |
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