+153.3%
CNC vs FE
+110.9%
+42.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +4.0% | -0.5% | +4.5% | +4.2% |
| 30D | +7.4% | +4.3% | +3.1% | +5.6% |
| 3M | +5.4% | +0.4% | +5.0% | +5.2% |
| 6M | +25.4% | +6.9% | +18.5% | +21.8% |
| YTD | +70.6% | +8.0% | +62.6% | +64.6% |
| 1Y | +104.9% | +4.8% | +100.1% | +100.1% |
| 3Y | -2.3% | +49.0% | -51.3% | -17.6% |
| 5Y | -6.5% | +46.2% | -52.7% | -21.3% |
| 10Y | +153.3% | +120.9% | +32.4% | +109.1% |
| All | +153.3% | +110.9% | +42.4% | +109.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling