+4,405.6%
CNC vs IBN
+5,400.2%
-994.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.1% | -3.2% |
| 7D | -1.0% | -2.2% | +1.2% | -0.6% |
| 30D | -1.8% | -2.3% | +0.5% | -1.4% |
| 3M | -0.7% | +15.9% | -16.6% | -3.5% |
| 6M | +47.9% | +5.6% | +42.4% | +46.0% |
| YTD | +56.9% | -0.1% | +57.0% | +56.3% |
| 1Y | +123.9% | -6.5% | +130.5% | +125.6% |
| 3Y | -1.3% | +29.3% | -30.6% | -7.4% |
| 5Y | +2.8% | +56.6% | -53.8% | -8.0% |
| 10Y | +90.9% | +314.4% | -223.5% | +35.4% |
| All | +4,405.6% | +5,400.2% | -994.6% | +2,107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling