-7.4%
CNC vs FDS
-23.2%
+15.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -5.3% | -2.6% | -2.7% | -4.7% |
| 30D | +2.0% | +14.1% | -12.0% | -0.8% |
| 3M | +4.8% | +19.8% | -15.0% | +0.5% |
| 6M | +18.5% | +55.0% | -36.5% | +6.4% |
| YTD | +70.8% | +15.9% | +54.9% | +63.9% |
| 1Y | +94.1% | +24.2% | +69.9% | +82.6% |
| 3Y | -2.2% | -24.0% | +21.8% | +5.6% |
| 5Y | -7.4% | -23.3% | +16.0% | -3.9% |
| All | -7.4% | -23.2% | +15.9% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling