+110.5%
CNC vs ETR
+18.4%
+92.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.7% | +9.9% | +12.6% |
| 7D | +13.4% | +3.7% | +9.6% | +13.5% |
| 30D | +18.2% | +11.0% | +7.2% | +19.2% |
| 3M | +18.6% | +3.4% | +15.2% | +18.4% |
| 6M | +41.9% | -3.3% | +45.2% | +41.3% |
| YTD | +84.7% | +23.3% | +61.5% | +84.0% |
| 1Y | +110.5% | +19.2% | +91.3% | +115.6% |
| All | +110.5% | +18.4% | +92.1% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling