-1.3%
CNC vs FIVE
+59.0%
-60.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.7% |
| 7D | -1.0% | +3.7% | -4.7% | -1.2% |
| 30D | -1.8% | +4.0% | -5.8% | -2.0% |
| 3M | -0.7% | +36.2% | -36.9% | -2.0% |
| 6M | +47.9% | +18.0% | +29.9% | +46.3% |
| YTD | +56.9% | +34.9% | +22.1% | +53.9% |
| 1Y | +123.9% | +67.9% | +56.0% | +116.8% |
| 3Y | -1.3% | +57.3% | -58.6% | +0.5% |
| All | -1.3% | +59.0% | -60.3% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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