+772.0%
CNC vs EFV
+252.1%
+519.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | -3.9% | -2.0% | -1.9% | -2.6% |
| 30D | +0.8% | -0.2% | +1.0% | +0.9% |
| 3M | +0.1% | +9.1% | -9.0% | -5.3% |
| 6M | +79.7% | +11.7% | +68.0% | +66.8% |
| YTD | +58.9% | +17.0% | +41.9% | +42.8% |
| 1Y | +109.1% | +26.7% | +82.4% | +78.9% |
| 3Y | 0.0% | +90.2% | -90.2% | -34.7% |
| 5Y | +9.5% | +96.1% | -86.6% | -30.6% |
| 10Y | +95.7% | +164.5% | -68.9% | +2.9% |
| All | +772.0% | +252.1% | +519.9% | +236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling