+65.2%
ALAB vs CNC
+129.2%
-64.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.4% | +11.2% | +9.4% |
| 7D | +7.2% | +3.5% | +3.7% | +8.1% |
| 30D | -2.5% | +0.1% | -2.6% | -2.3% |
| 3M | -13.3% | +6.9% | -20.2% | -11.5% |
| 6M | +172.8% | +49.0% | +123.8% | +191.2% |
| YTD | +86.6% | +62.9% | +23.7% | +106.7% |
| 1Y | +65.2% | +134.0% | -68.8% | +104.0% |
| All | +65.2% | +129.2% | -64.0% | +104.0% |
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 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