+95.2%
CNC vs MKTX
+5.0%
+90.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -1.0% | +0.7% | -1.7% | -1.1% |
| 3M | +4.5% | +40.8% | -36.3% | -2.7% |
| 6M | +85.2% | -8.0% | +93.2% | +87.3% |
| YTD | +61.4% | -8.7% | +70.1% | +63.5% |
| 1Y | +94.9% | -11.8% | +106.7% | +98.5% |
| 3Y | 0.0% | -24.0% | +24.0% | +2.6% |
| 5Y | +11.2% | -60.3% | +71.5% | +27.9% |
| All | +95.2% | +5.0% | +90.2% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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