0.0%
CNC vs EFV
+90.2%
-90.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | -0.9% | -0.8% | -0.1% | -0.7% |
| 30D | -1.0% | +0.6% | -1.6% | -1.1% |
| 3M | +4.5% | +7.5% | -3.0% | +2.2% |
| 6M | +85.2% | +13.0% | +72.2% | +77.6% |
| YTD | +61.4% | +18.3% | +43.1% | +51.4% |
| 1Y | +94.9% | +26.7% | +68.2% | +77.5% |
| 3Y | 0.0% | +89.6% | -89.6% | -19.8% |
| All | 0.0% | +90.2% | -90.2% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling