+95.2%
CNC vs TNA
+86.1%
+9.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | -0.9% | -7.3% | +6.3% | +0.4% |
| 30D | -1.0% | -14.2% | +13.2% | +1.6% |
| 3M | +4.5% | -4.6% | +9.1% | +5.1% |
| 6M | +85.2% | +36.9% | +48.3% | +72.4% |
| YTD | +61.4% | +42.5% | +18.9% | +48.3% |
| 1Y | +94.9% | +45.8% | +49.1% | +76.9% |
| 3Y | 0.0% | +104.7% | -104.7% | -22.8% |
| 5Y | +11.2% | -21.7% | +32.9% | -3.8% |
| All | +95.2% | +86.1% | +9.2% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling