+110.5%
CNC vs EFV
+25.8%
+84.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.1% | +9.5% | +11.5% |
| 7D | +13.4% | +2.9% | +10.5% | +12.3% |
| 30D | +18.2% | +3.6% | +14.6% | +16.9% |
| 3M | +18.6% | -0.1% | +18.8% | +18.1% |
| 6M | +41.9% | +9.6% | +32.3% | +40.5% |
| YTD | +84.7% | +17.0% | +67.7% | +74.5% |
| 1Y | +110.5% | +25.7% | +84.8% | +85.5% |
| All | +110.5% | +25.8% | +84.7% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling