+134.0%
CNC vs FGI
+81.8%
+52.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.5% | -9.0% | -1.4% |
| 7D | +3.5% | +0.5% | +3.0% | +3.6% |
| 30D | +0.1% | +65.4% | -65.3% | +1.3% |
| 3M | +6.9% | +23.5% | -16.6% | +8.0% |
| 6M | +49.0% | +60.5% | -11.5% | +52.0% |
| YTD | +62.9% | +30.0% | +32.9% | +66.2% |
| 1Y | +134.0% | +82.1% | +51.9% | +146.2% |
| All | +134.0% | +81.8% | +52.2% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling