+2.8%
CNC vs FE
+48.2%
-45.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.4% |
| 7D | -1.0% | +0.6% | -1.6% | -1.2% |
| 30D | -1.8% | -2.1% | +0.3% | -1.1% |
| 3M | -0.7% | +2.6% | -3.3% | -1.9% |
| 6M | +47.9% | -6.8% | +54.7% | +51.5% |
| YTD | +56.9% | +6.9% | +50.1% | +52.2% |
| 1Y | +123.9% | +11.6% | +112.4% | +113.2% |
| 3Y | -1.3% | +47.7% | -49.0% | -16.8% |
| 5Y | +2.8% | +46.2% | -43.5% | -16.0% |
| All | +2.8% | +48.2% | -45.4% | -16.0% |
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 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