+5.6%
CNC vs ET
+241.8%
-236.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -0.9% | +0.2% | -1.2% | -1.0% |
| 30D | -1.0% | +2.9% | -3.8% | -1.5% |
| 3M | +4.5% | +16.8% | -12.3% | +1.7% |
| 6M | +85.2% | +18.9% | +66.3% | +79.6% |
| YTD | +61.4% | +37.7% | +23.7% | +53.1% |
| 1Y | +94.9% | +32.4% | +62.5% | +85.8% |
| 3Y | 0.0% | +99.5% | -99.5% | -14.4% |
| All | +5.6% | +241.8% | -236.2% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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