-3.6%
CNC vs IBN
+25.8%
-29.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -4.9% | -5.1% | +0.2% | -4.7% |
| 30D | -3.8% | -3.5% | -0.2% | -3.7% |
| 3M | -3.2% | +11.3% | -14.6% | -3.2% |
| 6M | +47.9% | +4.4% | +43.4% | +47.7% |
| YTD | +55.7% | -1.8% | +57.5% | +55.8% |
| 1Y | +106.2% | -8.0% | +114.2% | +107.0% |
| All | -3.6% | +25.8% | -29.4% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling