-3.6%
CNC vs AG
+278.6%
-282.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.8% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | -3.8% | +12.5% | -16.2% | -4.0% |
| 3M | -3.2% | +28.2% | -31.4% | -3.7% |
| 6M | +47.9% | -18.8% | +66.7% | +48.3% |
| YTD | +55.7% | +27.4% | +28.3% | +54.5% |
| 1Y | +106.2% | +132.2% | -25.9% | +102.5% |
| All | -3.6% | +278.6% | -282.2% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling