+4,577.2%
CNC vs ES
+867.2%
+3,710.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.2% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | +0.1% | -2.0% | +2.0% | +0.9% |
| 3M | +6.9% | +1.7% | +5.2% | +5.8% |
| 6M | +49.0% | -3.5% | +52.6% | +50.6% |
| YTD | +62.9% | +7.9% | +55.0% | +56.4% |
| 1Y | +134.0% | +17.2% | +116.8% | +115.3% |
| 3Y | +9.4% | +29.3% | -19.9% | -6.3% |
| 5Y | +4.1% | -5.7% | +9.9% | +2.0% |
| 10Y | +95.4% | +85.2% | +10.2% | +36.6% |
| All | +4,577.2% | +867.2% | +3,710.0% | +1,124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling