+92.2%
CNC vs EXPE
+165.2%
-72.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.9% |
| 7D | -3.9% | -8.7% | +4.8% | -2.6% |
| 30D | +0.8% | -13.6% | +14.4% | +2.9% |
| 3M | +0.1% | +26.6% | -26.6% | -3.7% |
| 6M | +79.7% | +19.9% | +59.7% | +73.6% |
| YTD | +58.9% | -1.7% | +60.6% | +57.5% |
| 1Y | +109.1% | +29.4% | +79.7% | +97.2% |
| 3Y | 0.0% | +155.7% | -155.7% | -18.9% |
| 5Y | +9.5% | +93.1% | -83.6% | -10.0% |
| All | +92.2% | +165.2% | -72.9% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling