+5.0%
CNC vs GTLB
-50.1%
+55.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.6% |
| 7D | -0.9% | -5.7% | +4.8% | -0.7% |
| 30D | -1.0% | +15.1% | -16.1% | -1.4% |
| 3M | +4.5% | +65.5% | -60.9% | +3.0% |
| 6M | +85.2% | +102.9% | -17.7% | +81.3% |
| YTD | +61.4% | +25.2% | +36.2% | +59.7% |
| 1Y | +94.9% | -5.5% | +100.4% | +93.9% |
| 3Y | 0.0% | -10.9% | +10.9% | -1.2% |
| All | +5.0% | -50.1% | +55.2% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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