+1,010.6%
CNC vs AG
+255.2%
+755.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.9% | +1.5% |
| 7D | +2.2% | -10.0% | +12.2% | +2.7% |
| 30D | +1.6% | -10.5% | +12.1% | +2.1% |
| 3M | +7.9% | -27.3% | +35.2% | +9.4% |
| 6M | +21.2% | -43.0% | +64.2% | +24.0% |
| YTD | +73.2% | -17.9% | +91.1% | +72.7% |
| 1Y | +97.5% | +11.9% | +85.6% | +93.6% |
| 3Y | -1.2% | +201.8% | -203.0% | -10.2% |
| 5Y | -6.1% | -0.1% | -6.0% | -10.7% |
| 10Y | +181.3% | +72.7% | +108.5% | +146.7% |
| All | +1,010.6% | +255.2% | +755.4% | +622.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling