+134.0%
CNC vs ALB
+60.9%
+73.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -1.4% |
| 7D | +3.5% | -8.1% | +11.6% | +3.6% |
| 30D | +0.1% | +6.3% | -6.2% | +0.2% |
| 3M | +6.9% | -23.6% | +30.5% | +6.9% |
| 6M | +49.0% | -24.6% | +73.6% | +48.6% |
| YTD | +62.9% | -10.3% | +73.2% | +64.4% |
| 1Y | +134.0% | +61.5% | +72.5% | +167.7% |
| All | +134.0% | +60.9% | +73.1% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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