+8.4%
CNC vs ROIV
+298.6%
-290.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -7.3% | +9.5% | -16.7% | -7.6% |
| 30D | +5.2% | +21.0% | -15.8% | +4.3% |
| 3M | +8.6% | +18.7% | -10.1% | +7.8% |
| 6M | +25.1% | +44.5% | -19.5% | +22.9% |
| YTD | +71.3% | +92.9% | -21.6% | +66.0% |
| 1Y | +99.3% | +100.2% | -0.9% | +92.7% |
| 3Y | -1.9% | +375.0% | -377.0% | -9.1% |
| 5Y | -6.4% | +435.2% | -441.6% | -17.5% |
| All | +8.4% | +298.6% | -290.2% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling