+4,817.2%
CNC vs FE
+309.5%
+4,507.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -7.3% | -0.4% | -6.9% | -7.1% |
| 30D | +5.2% | +3.6% | +1.6% | +3.9% |
| 3M | +8.6% | +0.3% | +8.3% | +8.5% |
| 6M | +25.1% | +6.4% | +18.6% | +22.2% |
| YTD | +71.3% | +8.1% | +63.2% | +66.1% |
| 1Y | +99.3% | +4.6% | +94.7% | +95.5% |
| 3Y | -1.9% | +49.1% | -51.0% | -15.0% |
| 5Y | -6.4% | +46.1% | -52.5% | -18.9% |
| 10Y | +178.1% | +122.7% | +55.4% | +106.5% |
| All | +4,817.2% | +309.5% | +4,507.8% | +2,338.8% |
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