+2.1%
AAL vs CNC
+129.2%
-127.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.7% | +1.3% |
| 7D | -3.7% | +3.5% | -7.3% | -3.9% |
| 30D | -20.8% | +0.1% | -20.9% | -20.8% |
| 3M | -1.3% | +6.9% | -8.2% | -1.7% |
| 6M | +5.4% | +49.0% | -43.6% | +0.9% |
| YTD | -14.4% | +62.9% | -77.3% | -17.9% |
| 1Y | +2.1% | +134.0% | -131.9% | -6.2% |
| All | +2.1% | +129.2% | -127.1% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling