-1.2%
CNC vs MSI
+76.4%
-77.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +2.2% | +3.2% | -1.1% | +2.0% |
| 30D | +1.6% | +17.6% | -16.0% | +0.7% |
| 3M | +7.9% | +14.5% | -6.6% | +7.1% |
| 6M | +21.2% | +34.3% | -13.1% | +19.2% |
| YTD | +73.2% | +39.7% | +33.5% | +68.1% |
| 1Y | +97.5% | +40.2% | +57.3% | +91.5% |
| 3Y | -1.2% | +77.1% | -78.4% | -18.6% |
| All | -1.2% | +76.4% | -77.6% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 3y: compounded portfolio wealth divided by compounded MSI 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…
3y analysis · Full analysis span regression · 6 months rolling