+4,405.6%
CNC vs ETR
+1,389.6%
+3,016.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.8% | -4.1% |
| 7D | -1.0% | +1.4% | -2.4% | -1.6% |
| 30D | -1.8% | +1.9% | -3.7% | -2.6% |
| 3M | -0.7% | +1.0% | -1.7% | -1.4% |
| 6M | +47.9% | +4.8% | +43.1% | +43.7% |
| YTD | +56.9% | +19.5% | +37.4% | +44.1% |
| 1Y | +123.9% | +28.1% | +95.8% | +99.7% |
| 3Y | -1.3% | +151.1% | -152.4% | -35.1% |
| 5Y | +2.8% | +125.2% | -122.4% | -30.0% |
| 10Y | +90.9% | +291.1% | -200.3% | +2.8% |
| All | +4,405.6% | +1,389.6% | +3,016.0% | +1,401.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling