+897.3%
CNC vs ET
+1,451.4%
-554.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -3.9% | +1.4% | -5.2% | -4.1% |
| 30D | +0.8% | +4.6% | -3.8% | 0.0% |
| 3M | +0.1% | +16.0% | -15.9% | -2.7% |
| 6M | +79.7% | +22.8% | +56.9% | +72.8% |
| YTD | +58.9% | +38.9% | +20.1% | +49.5% |
| 1Y | +109.1% | +34.1% | +75.1% | +97.8% |
| 3Y | 0.0% | +98.8% | -98.8% | -13.2% |
| 5Y | +9.5% | +246.8% | -237.3% | -15.4% |
| 10Y | +95.7% | +174.4% | -78.7% | +48.2% |
| All | +897.3% | +1,451.4% | -554.1% | +326.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling