-1.2%
CNC vs EL
+3.0%
-4.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | +2.2% | +1.5% | +0.7% | +2.0% |
| 30D | +1.6% | +10.0% | -8.4% | +0.7% |
| 3M | +7.9% | +28.4% | -20.5% | +5.4% |
| 6M | +21.2% | +37.1% | -15.9% | +17.5% |
| YTD | +73.2% | +7.8% | +65.4% | +70.5% |
| 1Y | +97.5% | +26.0% | +71.4% | +91.9% |
| 3Y | -1.2% | +3.8% | -5.0% | -1.4% |
| All | -1.2% | +3.0% | -4.2% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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