+95.2%
CNC vs ETR
+296.9%
-201.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | -0.9% | -1.8% | +0.9% | -0.2% |
| 30D | -1.0% | -1.8% | +0.8% | -0.3% |
| 3M | +4.5% | -3.6% | +8.1% | +5.8% |
| 6M | +85.2% | +2.6% | +82.6% | +80.9% |
| YTD | +61.4% | +16.0% | +45.4% | +48.6% |
| 1Y | +94.9% | +20.1% | +74.8% | +76.3% |
| 3Y | 0.0% | +143.6% | -143.6% | -37.9% |
| 5Y | +11.2% | +124.4% | -113.2% | -29.1% |
| All | +95.2% | +296.9% | -201.6% | +1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling