-6.4%
CNC vs S
-67.1%
+60.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.4% |
| 7D | -7.3% | +1.2% | -8.5% | -7.3% |
| 30D | +5.2% | -7.3% | +12.5% | +5.4% |
| 3M | +8.6% | +5.9% | +2.8% | +8.1% |
| 6M | +25.1% | +45.6% | -20.6% | +22.8% |
| YTD | +71.3% | +58.5% | +12.7% | +67.4% |
| 1Y | +99.3% | +37.6% | +61.7% | +95.7% |
| 3Y | -1.9% | +51.7% | -53.6% | -5.0% |
| 5Y | -6.4% | -67.5% | +61.1% | +0.3% |
| All | -6.4% | -67.1% | +60.7% | +0.3% |
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