+613.6%
CNC vs FIVE
+868.1%
-254.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -2.2% |
| 7D | +3.5% | +4.3% | -0.7% | +2.8% |
| 30D | +0.1% | +12.5% | -12.4% | -1.8% |
| 3M | +6.9% | +31.2% | -24.3% | +2.3% |
| 6M | +49.0% | +14.4% | +34.6% | +44.5% |
| YTD | +62.9% | +33.9% | +29.0% | +53.9% |
| 1Y | +134.0% | +65.1% | +68.9% | +113.1% |
| 3Y | +9.4% | +49.0% | -39.5% | -2.2% |
| 5Y | +4.1% | +30.3% | -26.1% | -7.7% |
| 10Y | +95.4% | +481.1% | -385.7% | +20.7% |
| All | +613.6% | +868.1% | -254.6% | +258.2% |
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