-6.7%
CNC vs ES
+3.4%
-10.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -5.1% |
| 7D | +1.9% | +1.9% | 0.0% | +1.4% |
| 30D | +7.3% | +7.1% | +0.3% | +5.2% |
| 3M | +8.6% | -1.9% | +10.6% | +9.2% |
| 6M | +26.0% | +4.4% | +21.7% | +23.9% |
| YTD | +69.5% | +7.3% | +62.2% | +65.0% |
| 1Y | +88.0% | +2.1% | +85.8% | +85.4% |
| 3Y | -2.9% | +41.8% | -44.8% | -15.2% |
| All | -6.7% | +3.4% | -10.2% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling