+91.7%
CNC vs FE
+110.4%
-18.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | -3.8% | -1.2% | -2.6% | -3.3% |
| 3M | -3.2% | +1.7% | -4.9% | -4.1% |
| 6M | +47.9% | -7.5% | +55.4% | +52.0% |
| YTD | +55.7% | +6.3% | +49.4% | +51.1% |
| 1Y | +106.2% | +10.9% | +95.4% | +96.6% |
| 3Y | -2.1% | +46.9% | -49.0% | -17.5% |
| 5Y | +3.4% | +47.6% | -44.2% | -13.9% |
| 10Y | +91.7% | +114.5% | -22.8% | +53.0% |
| All | +91.7% | +110.4% | -18.7% | +53.0% |
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