-7.4%
CNC vs AG
+3.1%
-10.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | -0.1% |
| 7D | -5.3% | -6.0% | +0.8% | -5.1% |
| 30D | +2.0% | -14.3% | +16.4% | +2.5% |
| 3M | +4.8% | -26.9% | +31.7% | +5.7% |
| 6M | +18.5% | -42.1% | +60.6% | +20.2% |
| YTD | +70.8% | -15.9% | +86.6% | +70.0% |
| 1Y | +94.1% | +11.5% | +82.6% | +90.9% |
| 3Y | -2.2% | +208.0% | -210.2% | -10.5% |
| 5Y | -7.4% | +2.4% | -9.8% | -3.1% |
| All | -7.4% | +3.1% | -10.5% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling