+3.4%
CNC vs ROL
-6.0%
+9.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -4.9% | -3.3% | -1.6% | -4.3% |
| 30D | -3.8% | -7.2% | +3.5% | -2.5% |
| 3M | -3.2% | -27.0% | +23.7% | +2.0% |
| 6M | +47.9% | -39.5% | +87.4% | +61.1% |
| YTD | +55.7% | -41.8% | +97.5% | +70.5% |
| 1Y | +106.2% | -38.9% | +145.1% | +123.9% |
| 3Y | -2.1% | -0.4% | -1.7% | -3.6% |
| 5Y | +3.4% | -4.2% | +7.6% | -1.7% |
| All | +3.4% | -6.0% | +9.4% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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