-8.2%
AAL vs CNC
-2.4%
-5.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -1.3% | -4.9% | +3.6% | -1.0% |
| 30D | -13.7% | -3.8% | -10.0% | -13.6% |
| 3M | -8.2% | -3.2% | -4.9% | -8.1% |
| 6M | +13.1% | +47.9% | -34.8% | +9.7% |
| YTD | -15.6% | +55.7% | -71.3% | -18.3% |
| 1Y | +1.4% | +106.2% | -104.8% | -3.4% |
| All | -8.2% | -2.4% | -5.8% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling