+9.5%
CNC vs S
-70.4%
+79.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +2.0% |
| 7D | -3.9% | +0.1% | -3.9% | -3.9% |
| 30D | +0.8% | -11.8% | +12.6% | +1.2% |
| 3M | +0.1% | +33.9% | -33.9% | -1.1% |
| 6M | +79.7% | +40.1% | +39.6% | +77.1% |
| YTD | +58.9% | +32.1% | +26.9% | +56.8% |
| 1Y | +109.1% | +11.0% | +98.1% | +107.4% |
| 3Y | 0.0% | +16.9% | -17.0% | -1.9% |
| 5Y | +9.5% | -68.9% | +78.4% | +12.5% |
| All | +9.5% | -70.4% | +79.9% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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