+94.9%
CNC vs ETR
+21.8%
+73.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.5% |
| 7D | -0.9% | -1.8% | +0.9% | -1.1% |
| 30D | -1.0% | -1.8% | +0.8% | -1.1% |
| 3M | +4.5% | -3.6% | +8.1% | +4.1% |
| 6M | +85.2% | +2.6% | +82.6% | +85.0% |
| YTD | +61.4% | +16.0% | +45.4% | +58.2% |
| 1Y | +94.9% | +20.1% | +74.8% | +86.8% |
| All | +94.9% | +21.8% | +73.1% | +86.8% |
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