+2.8%
CNC vs ROIV
+316.9%
-314.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +18.8% | -22.4% | -4.3% |
| 7D | -1.0% | +20.2% | -21.2% | -1.7% |
| 30D | -1.8% | +14.1% | -16.0% | -2.4% |
| 3M | -0.7% | +45.6% | -46.3% | -2.3% |
| 6M | +47.9% | +44.1% | +3.8% | +45.5% |
| YTD | +56.9% | +91.2% | -34.2% | +52.3% |
| 1Y | +123.9% | +221.3% | -97.4% | +111.7% |
| 3Y | -1.3% | +229.2% | -230.5% | -7.3% |
| 5Y | +2.8% | +316.5% | -313.7% | -8.9% |
| All | +2.8% | +316.9% | -314.1% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling