-3.6%
CNC vs EXEL
+164.8%
-168.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -4.9% | -0.3% | -4.5% | -4.8% |
| 30D | -3.8% | +10.1% | -13.9% | -4.8% |
| 3M | -3.2% | +10.1% | -13.3% | -4.3% |
| 6M | +47.9% | +37.7% | +10.2% | +42.9% |
| YTD | +55.7% | +33.1% | +22.6% | +50.7% |
| 1Y | +106.2% | +52.4% | +53.9% | +96.6% |
| All | -3.6% | +164.8% | -168.3% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling