-7.4%
CNC vs EXPE
+44.3%
-51.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -5.3% | -4.2% | -1.1% | -4.9% |
| 30D | +2.0% | -4.5% | +6.6% | +2.5% |
| 3M | +4.8% | -19.7% | +24.5% | +6.5% |
| 6M | +18.5% | +18.3% | +0.2% | +17.2% |
| YTD | +70.8% | -7.3% | +78.1% | +71.5% |
| 1Y | +94.1% | -3.9% | +98.0% | +94.1% |
| 3Y | -2.2% | +123.0% | -125.2% | -10.3% |
| 5Y | -7.4% | +47.9% | -55.3% | -10.1% |
| All | -7.4% | +44.3% | -51.7% | -10.1% |
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