+4,577.2%
CNC vs AA
-24.6%
+4,601.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | +3.5% | -0.7% | +4.2% | +3.7% |
| 30D | +0.1% | +5.0% | -4.9% | -1.0% |
| 3M | +6.9% | -35.8% | +42.7% | +14.3% |
| 6M | +49.0% | -18.4% | +67.4% | +51.5% |
| YTD | +62.9% | -5.5% | +68.4% | +60.7% |
| 1Y | +134.0% | +61.0% | +73.0% | +108.4% |
| 3Y | +9.4% | +66.2% | -56.8% | -8.9% |
| 5Y | +4.1% | +11.4% | -7.2% | -12.6% |
| 10Y | +95.4% | +116.9% | -21.5% | +21.0% |
| All | +4,577.2% | -24.6% | +4,601.8% | +2,441.8% |
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