+4,577.2%
CNC vs EL
+763.0%
+3,814.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -2.2% |
| 7D | +3.5% | +0.8% | +2.7% | +3.3% |
| 30D | +0.1% | +19.8% | -19.8% | -4.9% |
| 3M | +6.9% | +25.7% | -18.8% | +0.2% |
| 6M | +49.0% | +5.4% | +43.6% | +44.8% |
| YTD | +62.9% | +0.2% | +62.7% | +58.9% |
| 1Y | +134.0% | +20.4% | +113.6% | +115.8% |
| 3Y | +9.4% | -32.1% | +41.6% | +11.0% |
| 5Y | +4.1% | -67.2% | +71.3% | +28.0% |
| 10Y | +95.4% | +31.7% | +63.6% | +44.9% |
| All | +4,577.2% | +763.0% | +3,814.2% | +1,557.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling