+134.0%
CNC vs AA
+63.2%
+70.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.5% |
| 7D | +3.5% | -0.7% | +4.2% | +3.5% |
| 30D | +0.1% | +5.0% | -4.9% | 0.0% |
| 3M | +6.9% | -35.8% | +42.7% | +7.5% |
| 6M | +49.0% | -18.4% | +67.4% | +48.2% |
| YTD | +62.9% | -5.5% | +68.4% | +60.7% |
| 1Y | +134.0% | +61.0% | +73.0% | +128.3% |
| All | +134.0% | +63.2% | +70.8% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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