-3.6%
CNC vs AA
+82.1%
-85.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.8% |
| 7D | -4.9% | -0.6% | -4.2% | -4.9% |
| 30D | -3.8% | -1.6% | -2.2% | -3.8% |
| 3M | -3.2% | -29.8% | +26.6% | -3.1% |
| 6M | +47.9% | -16.6% | +64.5% | +47.7% |
| YTD | +55.7% | -4.0% | +59.7% | +55.3% |
| 1Y | +106.2% | +63.5% | +42.7% | +105.9% |
| All | -3.6% | +82.1% | -85.6% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling