+8.8%
CNC vs EXE
+182.2%
-173.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.8% |
| 7D | -0.9% | -3.1% | +2.2% | -0.6% |
| 30D | -1.0% | -0.9% | -0.1% | -0.9% |
| 3M | +4.5% | +9.6% | -5.0% | +3.4% |
| 6M | +85.2% | -11.6% | +96.8% | +87.2% |
| YTD | +61.4% | -12.6% | +74.0% | +63.2% |
| 1Y | +94.9% | +1.2% | +93.7% | +93.4% |
| 3Y | 0.0% | +18.0% | -18.0% | -3.7% |
| 5Y | +11.2% | +101.1% | -89.9% | -0.5% |
| All | +8.8% | +182.2% | -173.4% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling