+95.2%
CNC vs AA
+122.9%
-27.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | -0.9% | -3.4% | +2.5% | -0.6% |
| 30D | -1.0% | -5.8% | +4.8% | -0.5% |
| 3M | +4.5% | -29.9% | +34.4% | +8.2% |
| 6M | +85.2% | -27.0% | +112.2% | +89.6% |
| YTD | +61.4% | -8.7% | +70.1% | +60.4% |
| 1Y | +94.9% | +50.6% | +44.3% | +81.6% |
| 3Y | 0.0% | +74.1% | -74.1% | -12.4% |
| 5Y | +11.2% | +2.6% | +8.6% | +0.1% |
| All | +95.2% | +122.9% | -27.6% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling