+110.5%
CNC vs EXE
-18.4%
+128.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -2.9% | +15.6% | +12.6% |
| 7D | +13.4% | -4.7% | +18.0% | +13.4% |
| 30D | +18.2% | +1.0% | +17.2% | +18.1% |
| 3M | +18.6% | -5.6% | +24.3% | +18.8% |
| 6M | +41.9% | -12.3% | +54.2% | +42.7% |
| YTD | +84.7% | -19.5% | +104.2% | +86.1% |
| 1Y | +110.5% | -18.9% | +129.4% | +113.2% |
| All | +110.5% | -18.4% | +128.9% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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