-31.7%
AAL vs CNC
+3.0%
-34.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -1.3% | -4.9% | +3.6% | -0.7% |
| 30D | -13.7% | -3.8% | -10.0% | -13.4% |
| 3M | -8.2% | -3.2% | -4.9% | -8.0% |
| 6M | +13.1% | +47.9% | -34.8% | +6.5% |
| YTD | -15.6% | +55.7% | -71.3% | -21.1% |
| 1Y | +1.4% | +106.2% | -104.8% | -9.3% |
| 3Y | -7.4% | -2.1% | -5.4% | -12.6% |
| All | -31.7% | +3.0% | -34.7% | -38.0% |
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