+748.6%
CNC vs EXPE
+851.4%
-102.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.1% |
| 7D | +3.5% | -9.5% | +13.1% | +5.3% |
| 30D | +0.1% | -6.6% | +6.7% | +1.2% |
| 3M | +6.9% | +31.4% | -24.5% | +1.5% |
| 6M | +49.0% | +35.2% | +13.8% | +39.8% |
| YTD | +62.9% | +5.8% | +57.1% | +58.8% |
| 1Y | +134.0% | +38.7% | +95.3% | +115.7% |
| 3Y | +9.4% | +175.8% | -166.4% | -14.5% |
| 5Y | +4.1% | +111.8% | -107.7% | -17.9% |
| 10Y | +95.4% | +179.7% | -84.3% | +34.1% |
| All | +748.6% | +851.4% | -102.8% | +265.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling