+4,577.2%
CNC vs FE
+307.5%
+4,269.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.3% |
| 7D | +3.5% | +1.9% | +1.6% | +2.9% |
| 30D | +0.1% | -1.2% | +1.2% | +0.5% |
| 3M | +6.9% | +3.5% | +3.4% | +5.5% |
| 6M | +49.0% | -6.1% | +55.1% | +51.7% |
| YTD | +62.9% | +7.6% | +55.3% | +58.3% |
| 1Y | +134.0% | +11.9% | +122.1% | +124.3% |
| 3Y | +9.4% | +48.4% | -39.0% | -5.2% |
| 5Y | +4.1% | +44.8% | -40.6% | -9.6% |
| 10Y | +95.4% | +115.9% | -20.5% | +46.7% |
| All | +4,577.2% | +307.5% | +4,269.7% | +2,223.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling