+257.6%
ALAB vs CNC
-8.9%
+266.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.4% |
| 7D | +16.3% | +2.2% | +14.1% | +16.8% |
| 30D | -26.1% | +1.6% | -27.7% | -25.7% |
| 3M | -31.3% | +7.9% | -39.2% | -30.0% |
| 6M | -1.0% | +21.2% | -22.2% | +2.9% |
| YTD | +33.3% | +73.2% | -39.9% | +45.8% |
| 1Y | +53.5% | +97.5% | -43.9% | +70.8% |
| All | +257.6% | -8.9% | +266.5% | +274.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling