+4,872.3%
CNC vs EXEL
+353.1%
+4,519.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | +2.2% | -0.8% | +3.0% | +2.3% |
| 30D | +1.6% | +13.1% | -11.6% | -0.3% |
| 3M | +7.9% | +36.3% | -28.4% | +3.0% |
| 6M | +21.2% | +34.5% | -13.3% | +15.7% |
| YTD | +73.2% | +57.4% | +15.8% | +61.1% |
| 1Y | +97.5% | +62.9% | +34.6% | +82.6% |
| 3Y | -1.2% | +229.5% | -230.7% | -19.4% |
| 5Y | -6.1% | +281.2% | -287.3% | -25.9% |
| 10Y | +181.3% | +320.7% | -139.5% | +106.5% |
| All | +4,872.3% | +353.1% | +4,519.3% | +2,506.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling