-5.1%
CNC vs FIVE
+16.7%
-21.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +2.2% | +2.7% | -0.5% | +2.0% |
| 30D | +1.6% | +12.7% | -11.1% | +0.8% |
| 3M | +7.9% | +2.1% | +5.9% | +7.7% |
| 6M | +21.2% | +17.5% | +3.7% | +19.6% |
| YTD | +73.2% | +31.0% | +42.2% | +69.1% |
| 1Y | +97.5% | +67.7% | +29.7% | +89.6% |
| 3Y | -1.2% | +43.4% | -44.6% | -3.8% |
| All | -5.1% | +16.7% | -21.8% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling