+1,444.3%
CNC vs TNA
+913.2%
+531.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.8% |
| 7D | -3.9% | -7.6% | +3.7% | -2.2% |
| 30D | +0.8% | -13.6% | +14.4% | +4.0% |
| 3M | +0.1% | +2.8% | -2.7% | -1.0% |
| 6M | +79.7% | +34.5% | +45.2% | +65.1% |
| YTD | +58.9% | +41.0% | +17.9% | +43.5% |
| 1Y | +109.1% | +52.0% | +57.1% | +83.9% |
| 3Y | 0.0% | +103.5% | -103.5% | -27.0% |
| 5Y | +9.5% | -22.5% | +32.0% | -9.9% |
| 10Y | +95.7% | +81.9% | +13.8% | -2.2% |
| All | +1,444.3% | +913.2% | +531.1% | +230.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling