+7.2%
CNC vs EXPE
+87.4%
-80.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -4.9% | -11.5% | +6.6% | -4.0% |
| 30D | -3.8% | -13.1% | +9.3% | -2.8% |
| 3M | -3.2% | +18.1% | -21.4% | -4.5% |
| 6M | +47.9% | +13.3% | +34.6% | +46.2% |
| YTD | +55.7% | -3.2% | +58.9% | +55.6% |
| 1Y | +106.2% | +26.1% | +80.1% | +101.0% |
| 3Y | -2.1% | +151.7% | -153.8% | -11.6% |
| All | +7.2% | +87.4% | -80.2% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling