+134.0%
CNC vs FE
+11.4%
+122.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.4% |
| 7D | +3.5% | +1.9% | +1.6% | +3.4% |
| 30D | +0.1% | -1.2% | +1.2% | +0.1% |
| 3M | +6.9% | +3.5% | +3.4% | +6.3% |
| 6M | +49.0% | -6.1% | +55.1% | +51.2% |
| YTD | +62.9% | +7.6% | +55.3% | +64.2% |
| 1Y | +134.0% | +11.9% | +122.1% | +128.2% |
| All | +134.0% | +11.4% | +122.6% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling