-6.7%
CNC vs FE
+47.5%
-54.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.5% | -5.8% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +7.3% | +5.2% | +2.1% | +5.3% |
| 3M | +8.6% | 0.0% | +8.7% | +8.6% |
| 6M | +26.0% | +5.0% | +21.0% | +23.3% |
| YTD | +69.5% | +7.9% | +61.6% | +63.8% |
| 1Y | +88.0% | +6.3% | +81.6% | +82.7% |
| 3Y | -2.9% | +46.0% | -48.9% | -17.6% |
| All | -6.7% | +47.5% | -54.2% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling