-8.3%
CNC vs MSCI
+4.7%
-13.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -1.9% |
| 7D | +3.0% | +1.5% | +1.6% | +2.9% |
| 30D | +4.9% | +14.4% | -9.5% | +2.4% |
| 3M | +4.2% | +15.2% | -11.0% | +1.6% |
| 6M | +22.5% | +11.2% | +11.3% | +19.7% |
| YTD | +66.6% | +13.9% | +52.6% | +61.7% |
| 1Y | +82.5% | +12.5% | +70.0% | +77.6% |
| 3Y | -4.1% | +32.3% | -36.4% | -11.3% |
| 5Y | -8.3% | +4.9% | -13.2% | -17.1% |
| All | -8.3% | +4.7% | -13.0% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 5y: compounded portfolio wealth divided by compounded MSCI 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…
5y analysis · Full analysis span regression · 6 months rolling