-8.3%
CNC vs ROIV
+433.0%
-441.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.6% | -6.3% | -1.9% |
| 7D | +3.0% | +13.3% | -10.3% | +2.6% |
| 30D | +4.9% | +14.8% | -9.9% | +4.3% |
| 3M | +4.2% | +11.9% | -7.7% | +3.7% |
| 6M | +22.5% | +42.4% | -19.9% | +20.7% |
| YTD | +66.6% | +87.4% | -20.9% | +62.2% |
| 1Y | +82.5% | +97.2% | -14.8% | +77.2% |
| 3Y | -4.1% | +375.7% | -379.8% | -10.3% |
| 5Y | -8.3% | +379.0% | -387.4% | -19.1% |
| All | -8.3% | +433.0% | -441.4% | -19.1% |
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 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