-1.2%
CNC vs FGI
-16.0%
+14.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -25.2% | +26.6% | +1.3% |
| 7D | +2.2% | -14.4% | +16.6% | +2.1% |
| 30D | +1.6% | -11.8% | +13.3% | +1.5% |
| 3M | +7.9% | -46.2% | +54.2% | +7.7% |
| 6M | +21.2% | +5.2% | +16.0% | +21.6% |
| YTD | +73.2% | +10.5% | +62.7% | +74.2% |
| 1Y | +97.5% | +25.5% | +72.0% | +98.3% |
| 3Y | -1.2% | -16.0% | +14.8% | +0.4% |
| All | -1.2% | -16.0% | +14.8% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling