+14.8%
CNC vs ALC
+16.1%
-1.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.3% | +1.8% |
| 7D | -0.9% | -6.3% | +5.4% | +1.2% |
| 30D | -1.0% | -10.3% | +9.3% | +2.6% |
| 3M | +4.5% | -0.7% | +5.3% | +4.4% |
| 6M | +85.2% | -17.8% | +103.1% | +95.5% |
| YTD | +61.4% | -15.8% | +77.2% | +69.0% |
| 1Y | +94.9% | -16.7% | +111.6% | +104.5% |
| 3Y | 0.0% | -19.7% | +19.7% | +3.8% |
| 5Y | +11.2% | -19.8% | +31.0% | +13.3% |
| All | +14.8% | +16.1% | -1.4% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling