+4,405.6%
CNC vs MET
+586.5%
+3,819.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -3.0% |
| 7D | -1.0% | +1.1% | -2.1% | -1.3% |
| 30D | -1.8% | -2.3% | +0.5% | -1.1% |
| 3M | -0.7% | +13.9% | -14.6% | -4.6% |
| 6M | +47.9% | +34.8% | +13.1% | +35.0% |
| YTD | +56.9% | +23.5% | +33.4% | +46.7% |
| 1Y | +123.9% | +23.4% | +100.5% | +109.2% |
| 3Y | -1.3% | +64.9% | -66.1% | -16.8% |
| 5Y | +2.8% | +82.0% | -79.3% | -16.7% |
| 10Y | +90.9% | +244.4% | -153.5% | +23.2% |
| All | +4,405.6% | +586.5% | +3,819.1% | +1,615.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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