+0.5%
AAL vs CNC
+84.7%
-84.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +1.1% |
| 7D | -0.9% | -0.9% | 0.0% | -0.9% |
| 30D | -12.9% | -1.0% | -11.9% | -12.8% |
| 3M | -11.2% | +4.5% | -15.7% | -11.4% |
| 6M | +17.8% | +85.2% | -67.4% | +9.9% |
| YTD | -15.1% | +61.4% | -76.5% | -18.9% |
| 1Y | +0.5% | +94.9% | -94.4% | -6.5% |
| All | +0.5% | +84.7% | -84.2% | -6.5% |
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