+92.2%
CNC vs FDS
+66.9%
+25.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.8% | +7.9% | +4.1% |
| 7D | -3.9% | -16.0% | +12.1% | +2.1% |
| 30D | +0.8% | -6.7% | +7.5% | +2.9% |
| 3M | +0.1% | +6.0% | -5.9% | -3.3% |
| 6M | +79.7% | +25.1% | +54.6% | +61.0% |
| YTD | +58.9% | -8.1% | +67.1% | +60.0% |
| 1Y | +109.1% | -26.0% | +135.2% | +128.3% |
| 3Y | 0.0% | -36.4% | +36.4% | +14.3% |
| 5Y | +9.5% | -27.7% | +37.2% | +14.5% |
| All | +92.2% | +66.9% | +25.4% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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