-1.5%
CNC vs ROIV
+298.2%
-299.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -4.9% | +22.3% | -27.2% | -5.7% |
| 30D | -3.8% | +16.9% | -20.6% | -4.4% |
| 3M | -3.2% | +43.9% | -47.2% | -4.7% |
| 6M | +47.9% | +41.6% | +6.3% | +45.6% |
| YTD | +55.7% | +92.7% | -37.0% | +51.0% |
| 1Y | +106.2% | +210.2% | -103.9% | +95.2% |
| 3Y | -2.1% | +231.8% | -233.9% | -8.1% |
| 5Y | +3.4% | +319.8% | -316.4% | -6.9% |
| All | -1.5% | +298.2% | -299.7% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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