-7.4%
CNC vs ROL
+13.5%
-20.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -5.3% | -1.7% | -3.6% | -4.9% |
| 30D | +2.0% | +18.5% | -16.5% | -1.4% |
| 3M | +4.8% | +4.3% | +0.4% | +3.8% |
| 6M | +18.5% | -27.7% | +46.2% | +25.7% |
| YTD | +70.8% | -35.8% | +106.6% | +85.4% |
| 1Y | +94.1% | -34.1% | +128.2% | +109.6% |
| 3Y | -2.2% | +2.9% | -5.2% | -5.0% |
| 5Y | -7.4% | +12.7% | -20.1% | -12.7% |
| All | -7.4% | +13.5% | -20.8% | -12.7% |
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