-15.4%
CNC vs FGI
-69.8%
+54.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -3.7% |
| 7D | -1.0% | +5.2% | -6.1% | -1.0% |
| 30D | -1.8% | +65.2% | -67.0% | -2.1% |
| 3M | -0.7% | +30.2% | -30.9% | -0.9% |
| 6M | +47.9% | +87.8% | -39.9% | +46.5% |
| YTD | +56.9% | +32.5% | +24.5% | +56.1% |
| 1Y | +123.9% | +93.6% | +30.3% | +119.9% |
| 3Y | -1.3% | -2.6% | +1.3% | -2.7% |
| All | -15.4% | -69.8% | +54.4% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling