+5.8%
CNC vs EXE
+192.2%
-186.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.7% |
| 7D | -1.0% | -1.8% | +0.8% | -0.8% |
| 30D | -1.8% | +6.4% | -8.2% | -2.5% |
| 3M | -0.7% | +9.2% | -9.9% | -1.7% |
| 6M | +47.9% | -7.0% | +54.9% | +48.8% |
| YTD | +56.9% | -9.5% | +66.4% | +58.2% |
| 1Y | +123.9% | +6.2% | +117.7% | +121.0% |
| 3Y | -1.3% | +20.7% | -22.0% | -5.1% |
| 5Y | +2.8% | +103.6% | -100.9% | -8.3% |
| All | +5.8% | +192.2% | -186.4% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling