+4,369.3%
CNC vs NI
+1,195.0%
+3,174.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -4.9% | +1.3% | -6.1% | -5.4% |
| 30D | -3.8% | -0.3% | -3.5% | -3.7% |
| 3M | -3.2% | -9.5% | +6.2% | +0.9% |
| 6M | +47.9% | -10.2% | +58.1% | +54.5% |
| YTD | +55.7% | +1.8% | +53.9% | +52.9% |
| 1Y | +106.2% | +5.7% | +100.6% | +98.9% |
| 3Y | -2.1% | +69.6% | -71.7% | -25.5% |
| 5Y | +3.4% | +95.8% | -92.4% | -27.5% |
| 10Y | +91.7% | +145.1% | -53.4% | +17.5% |
| All | +4,369.3% | +1,195.0% | +3,174.3% | +1,123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling