+7.2%
CNC vs FTV
-0.7%
+7.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -4.9% | -1.3% | -3.6% | -4.6% |
| 30D | -3.8% | -9.5% | +5.7% | -1.4% |
| 3M | -3.2% | -10.9% | +7.7% | -0.6% |
| 6M | +47.9% | -0.6% | +48.5% | +47.7% |
| YTD | +55.7% | +1.4% | +54.3% | +54.1% |
| 1Y | +106.2% | +17.6% | +88.6% | +96.8% |
| 3Y | -2.1% | -3.3% | +1.2% | -3.6% |
| All | +7.2% | -0.7% | +7.9% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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