+648.0%
CNC vs FIVE
+848.8%
-200.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -5.3% | +2.4% | -7.7% | -5.7% |
| 30D | +2.0% | +15.8% | -13.8% | -0.2% |
| 3M | +4.8% | +3.8% | +1.0% | +4.0% |
| 6M | +18.5% | +18.5% | -0.1% | +14.7% |
| YTD | +70.8% | +31.2% | +39.5% | +61.7% |
| 1Y | +94.1% | +61.8% | +32.3% | +77.8% |
| 3Y | -2.2% | +39.9% | -42.1% | -11.6% |
| 5Y | -7.4% | +18.3% | -25.7% | -16.2% |
| 10Y | +177.3% | +510.0% | -332.7% | +70.0% |
| All | +648.0% | +848.8% | -200.8% | +276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling