+944.6%
CNC vs AG
+445.6%
+499.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -1.3% |
| 7D | +3.5% | +1.0% | +2.5% | +3.5% |
| 30D | +0.1% | +19.2% | -19.1% | -0.9% |
| 3M | +6.9% | +6.2% | +0.8% | +6.3% |
| 6M | +49.0% | -26.7% | +75.7% | +50.4% |
| YTD | +62.9% | +26.1% | +36.8% | +59.3% |
| 1Y | +134.0% | +131.7% | +2.3% | +120.6% |
| 3Y | +9.4% | +255.3% | -245.9% | -1.2% |
| 5Y | +4.1% | +61.9% | -57.8% | -3.2% |
| 10Y | +95.4% | +72.0% | +23.4% | +72.1% |
| All | +944.6% | +445.6% | +499.0% | +566.7% |
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