+153.3%
CNC vs MAS
+219.2%
-66.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.8% |
| 7D | +4.0% | +3.6% | +0.4% | +2.9% |
| 30D | +7.4% | +23.8% | -16.4% | +0.2% |
| 3M | +5.4% | +14.4% | -9.0% | +0.7% |
| 6M | +25.4% | +19.7% | +5.7% | +16.9% |
| YTD | +70.6% | +36.0% | +34.6% | +50.3% |
| 1Y | +104.9% | +40.4% | +64.6% | +78.4% |
| 3Y | -2.3% | +58.9% | -61.3% | -21.6% |
| 5Y | -6.5% | +44.5% | -51.0% | -24.2% |
| 10Y | +153.3% | +214.8% | -61.5% | +35.2% |
| All | +153.3% | +219.2% | -66.0% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling