+97.5%
CNC vs ES
+2.1%
+95.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +2.2% | +2.7% | -0.5% | +1.3% |
| 30D | +1.6% | +7.6% | -6.0% | -0.5% |
| 3M | +7.9% | +0.5% | +7.4% | +7.5% |
| 6M | +21.2% | +7.6% | +13.6% | +17.6% |
| YTD | +73.2% | +10.2% | +63.0% | +66.8% |
| 1Y | +97.5% | +1.8% | +95.6% | +95.5% |
| All | +97.5% | +2.1% | +95.3% | +95.5% |
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