+4,462.8%
CNC vs WY
+157.1%
+4,305.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.7% | +3.0% |
| 7D | -3.9% | -3.7% | -0.2% | -2.6% |
| 30D | +0.8% | -11.3% | +12.1% | +4.9% |
| 3M | +0.1% | -8.1% | +8.2% | +2.6% |
| 6M | +79.7% | -7.4% | +87.1% | +82.7% |
| YTD | +58.9% | -4.7% | +63.6% | +59.5% |
| 1Y | +109.1% | -9.2% | +118.3% | +113.2% |
| 3Y | 0.0% | -24.7% | +24.7% | +6.5% |
| 5Y | +9.5% | -21.6% | +31.1% | +12.8% |
| 10Y | +95.7% | +6.7% | +89.0% | +66.6% |
| All | +4,462.8% | +157.1% | +4,305.6% | +2,520.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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