+110.5%
CNC vs ES
-1.6%
+112.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.1% | +10.6% | +12.0% |
| 7D | +13.4% | +5.3% | +8.0% | +11.7% |
| 30D | +18.2% | +8.9% | +9.3% | +15.4% |
| 3M | +18.6% | -1.9% | +20.6% | +19.0% |
| 6M | +41.9% | +3.9% | +38.0% | +39.2% |
| YTD | +84.7% | +8.3% | +76.4% | +78.4% |
| 1Y | +110.5% | -0.1% | +110.6% | +109.9% |
| All | +110.5% | -1.6% | +112.1% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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