-5.1%
CNC vs EXE
+76.7%
-81.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +2.2% | +5.3% | -3.1% | +1.6% |
| 30D | +1.6% | -2.2% | +3.8% | +1.8% |
| 3M | +7.9% | -5.9% | +13.8% | +8.5% |
| 6M | +21.2% | -5.7% | +26.9% | +21.7% |
| YTD | +73.2% | -17.8% | +91.0% | +76.3% |
| 1Y | +97.5% | -23.1% | +120.6% | +102.4% |
| 3Y | -1.2% | +21.2% | -22.4% | -5.7% |
| All | -5.1% | +76.7% | -81.8% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling