-5.1%
CNC vs NDAQ
+66.7%
-71.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +2.2% | +1.3% | +0.9% | +1.9% |
| 30D | +1.6% | +18.0% | -16.4% | -1.6% |
| 3M | +7.9% | +11.5% | -3.6% | +5.6% |
| 6M | +21.2% | +21.1% | +0.1% | +16.4% |
| YTD | +73.2% | +12.8% | +60.4% | +68.0% |
| 1Y | +97.5% | +25.7% | +71.8% | +88.0% |
| 3Y | -1.2% | +116.8% | -118.0% | -21.0% |
| All | -5.1% | +66.7% | -71.8% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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