+95.2%
CNC vs NI
+143.3%
-48.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.9% | 0.0% | -1.0% | -1.0% |
| 30D | -1.0% | -1.4% | +0.4% | -0.4% |
| 3M | +4.5% | -10.6% | +15.1% | +9.8% |
| 6M | +85.2% | -9.3% | +94.5% | +92.6% |
| YTD | +61.4% | +1.1% | +60.3% | +58.7% |
| 1Y | +94.9% | +3.4% | +91.5% | +89.3% |
| 3Y | 0.0% | +67.9% | -67.9% | -24.8% |
| 5Y | +11.2% | +98.0% | -86.8% | -24.7% |
| All | +95.2% | +143.3% | -48.0% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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