+5.6%
CNC vs TNA
-23.3%
+28.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.5% |
| 7D | -0.9% | -7.3% | +6.3% | -0.2% |
| 30D | -1.0% | -14.2% | +13.2% | +0.5% |
| 3M | +4.5% | -4.6% | +9.1% | +4.9% |
| 6M | +85.2% | +36.9% | +48.3% | +77.9% |
| YTD | +61.4% | +42.5% | +18.9% | +53.9% |
| 1Y | +94.9% | +45.8% | +49.1% | +84.6% |
| 3Y | 0.0% | +104.7% | -104.7% | -13.5% |
| All | +5.6% | -23.3% | +28.9% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling