+95.2%
CNC vs EFV
+169.9%
-74.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.8% |
| 7D | -0.9% | -0.8% | -0.1% | -0.3% |
| 30D | -1.0% | +0.6% | -1.6% | -1.4% |
| 3M | +4.5% | +7.5% | -3.0% | -0.8% |
| 6M | +85.2% | +13.0% | +72.2% | +68.7% |
| YTD | +61.4% | +18.3% | +43.1% | +41.6% |
| 1Y | +94.9% | +26.7% | +68.2% | +62.4% |
| 3Y | 0.0% | +89.6% | -89.6% | -39.6% |
| 5Y | +11.2% | +98.2% | -87.0% | -36.1% |
| All | +95.2% | +169.9% | -74.7% | -18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling