+4,817.2%
CNC vs ES
+871.6%
+3,945.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.2% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | +5.2% | +6.7% | -1.6% | +2.3% |
| 3M | +8.6% | +0.3% | +8.3% | +8.4% |
| 6M | +25.1% | +7.4% | +17.7% | +20.6% |
| YTD | +71.3% | +8.4% | +62.9% | +64.1% |
| 1Y | +99.3% | +0.6% | +98.7% | +96.6% |
| 3Y | -1.9% | +50.6% | -52.6% | -21.3% |
| 5Y | -6.4% | +4.8% | -11.2% | -12.6% |
| 10Y | +178.1% | +93.1% | +85.0% | +90.0% |
| All | +4,817.2% | +871.6% | +3,945.6% | +1,185.1% |
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