+5.6%
CNC vs RUN
-81.0%
+86.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | -0.9% | -3.7% | +2.8% | -0.8% |
| 30D | -1.0% | -13.0% | +12.0% | -0.5% |
| 3M | +4.5% | -31.8% | +36.3% | +5.9% |
| 6M | +85.2% | -32.2% | +117.4% | +87.1% |
| YTD | +61.4% | -53.5% | +114.9% | +64.3% |
| 1Y | +94.9% | -46.5% | +141.4% | +96.4% |
| 3Y | 0.0% | -37.6% | +37.6% | -4.5% |
| All | +5.6% | -81.0% | +86.6% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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