+1,064.9%
CNC vs MSCI
+2,756.4%
-1,691.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | +0.1% | +0.6% | -0.5% | -0.1% |
| 3M | +6.9% | -7.1% | +14.0% | +8.6% |
| 6M | +49.0% | +0.8% | +48.2% | +47.7% |
| YTD | +62.9% | +1.0% | +61.9% | +60.9% |
| 1Y | +134.0% | +4.3% | +129.7% | +127.8% |
| 3Y | +9.4% | +9.9% | -0.5% | +2.0% |
| 5Y | +4.1% | -6.8% | +10.9% | -1.3% |
| 10Y | +95.4% | +614.7% | -519.3% | -6.2% |
| All | +1,064.9% | +2,756.4% | -1,691.5% | +273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling