+4,872.3%
CNC vs AA
-39.8%
+4,912.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.7% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +1.6% | -0.6% | +2.2% | +1.5% |
| 3M | +7.9% | -19.7% | +27.6% | +11.4% |
| 6M | +21.2% | -41.6% | +62.8% | +30.6% |
| YTD | +73.2% | -24.6% | +97.8% | +76.7% |
| 1Y | +97.5% | +4.9% | +92.6% | +89.8% |
| 3Y | -1.2% | +66.8% | -68.0% | -18.0% |
| 5Y | -6.1% | -19.4% | +13.4% | -16.0% |
| 10Y | +181.3% | +43.1% | +138.2% | +90.0% |
| All | +4,872.3% | -39.8% | +4,912.2% | +2,695.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling