-5.1%
CNC vs ESI
+36.5%
-41.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +2.2% | +5.5% | -3.3% | +1.6% |
| 30D | +1.6% | -7.8% | +9.3% | +2.2% |
| 3M | +7.9% | -15.0% | +22.9% | +9.5% |
| 6M | +21.2% | -24.9% | +46.1% | +24.3% |
| YTD | +73.2% | +33.2% | +40.0% | +63.0% |
| 1Y | +97.5% | +24.9% | +72.5% | +87.2% |
| 3Y | -1.2% | +77.8% | -79.0% | -14.0% |
| All | -5.1% | +36.5% | -41.6% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling