+4,369.3%
CNC vs AFL
+1,419.2%
+2,950.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -4.9% | -2.1% | -2.7% | -4.2% |
| 30D | -3.8% | -5.4% | +1.7% | -2.1% |
| 3M | -3.2% | -0.3% | -3.0% | -3.2% |
| 6M | +47.9% | +5.2% | +42.7% | +45.4% |
| YTD | +55.7% | +5.7% | +50.0% | +52.7% |
| 1Y | +106.2% | +10.2% | +96.0% | +99.7% |
| 3Y | -2.1% | +63.4% | -65.5% | -16.4% |
| 5Y | +3.4% | +133.0% | -129.6% | -21.1% |
| 10Y | +91.7% | +299.5% | -207.9% | +21.9% |
| All | +4,369.3% | +1,419.2% | +2,950.1% | +1,614.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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