+9.5%
CNC vs FND
-62.8%
+72.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.2% |
| 7D | -3.9% | -5.1% | +1.2% | -3.4% |
| 30D | +0.8% | -22.5% | +23.3% | +3.1% |
| 3M | +0.1% | -5.0% | +5.1% | +0.3% |
| 6M | +79.7% | -21.5% | +101.2% | +82.9% |
| YTD | +58.9% | -23.0% | +82.0% | +61.4% |
| 1Y | +109.1% | -44.9% | +154.0% | +119.9% |
| 3Y | 0.0% | -50.0% | +50.0% | +4.5% |
| 5Y | +9.5% | -63.3% | +72.8% | +15.6% |
| All | +9.5% | -62.8% | +72.3% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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