+94.9%
CNC vs EFV
+27.7%
+67.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | -1.0% | +0.6% | -1.6% | -1.0% |
| 3M | +4.5% | +7.5% | -3.0% | +4.1% |
| 6M | +85.2% | +13.0% | +72.2% | +82.5% |
| YTD | +61.4% | +18.3% | +43.1% | +54.3% |
| 1Y | +94.9% | +26.7% | +68.2% | +74.4% |
| All | +94.9% | +27.7% | +67.2% | +74.4% |
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