+7.2%
CNC vs ESI
+73.8%
-66.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -4.9% | +3.9% | -8.8% | -5.3% |
| 30D | -3.8% | -3.8% | 0.0% | -3.4% |
| 3M | -3.2% | -13.1% | +9.9% | -2.0% |
| 6M | +47.9% | +11.3% | +36.5% | +44.0% |
| YTD | +55.7% | +44.1% | +11.6% | +45.7% |
| 1Y | +106.2% | +40.3% | +65.9% | +93.4% |
| 3Y | -2.1% | +84.1% | -86.1% | -14.4% |
| All | +7.2% | +73.8% | -66.6% | -5.4% |
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