+190.8%
EQT vs CNC
+10.7%
+180.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.7% |
| 7D | -2.0% | -0.9% | -1.1% | -1.9% |
| 30D | 0.0% | -1.0% | +1.0% | +0.1% |
| 3M | +5.9% | +4.5% | +1.4% | +5.5% |
| 6M | -14.8% | +85.2% | -100.0% | -18.9% |
| YTD | +1.8% | +61.4% | -59.6% | -2.3% |
| 1Y | +7.4% | +94.9% | -87.5% | +1.0% |
| 3Y | +33.6% | 0.0% | +33.6% | +32.8% |
| All | +190.8% | +10.7% | +180.0% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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