+95.2%
CNC vs ESI
+312.8%
-217.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -0.9% | -4.6% | +3.7% | +0.2% |
| 30D | -1.0% | -10.5% | +9.5% | +1.6% |
| 3M | +4.5% | -19.8% | +24.3% | +9.8% |
| 6M | +85.2% | +5.8% | +79.4% | +78.1% |
| YTD | +61.4% | +38.3% | +23.1% | +43.1% |
| 1Y | +94.9% | +31.5% | +63.4% | +74.7% |
| 3Y | 0.0% | +80.7% | -80.7% | -22.3% |
| 5Y | +11.2% | +69.4% | -58.2% | -14.6% |
| All | +95.2% | +312.8% | -217.5% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling