+5.6%
CNC vs EXEL
+180.6%
-175.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.8% | +1.9% |
| 7D | -0.9% | -4.9% | +4.0% | -0.3% |
| 30D | -1.0% | +11.4% | -12.4% | -2.4% |
| 3M | +4.5% | +4.9% | -0.4% | +3.8% |
| 6M | +85.2% | +34.4% | +50.8% | +77.9% |
| YTD | +61.4% | +28.0% | +33.4% | +55.7% |
| 1Y | +94.9% | +43.6% | +51.3% | +84.7% |
| 3Y | 0.0% | +155.2% | -155.2% | -14.7% |
| All | +5.6% | +180.6% | -175.0% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling