+94.9%
CNC vs AG
+110.7%
-15.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +1.6% |
| 7D | -0.9% | -6.7% | +5.8% | -0.8% |
| 30D | -1.0% | +2.2% | -3.1% | -1.0% |
| 3M | +4.5% | +15.7% | -11.2% | +4.2% |
| 6M | +85.2% | -23.8% | +109.0% | +86.4% |
| YTD | +61.4% | +17.6% | +43.8% | +61.2% |
| 1Y | +94.9% | +88.6% | +6.3% | +97.5% |
| All | +94.9% | +110.7% | -15.8% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling