+3.4%
CNC vs ALC
-17.4%
+20.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -4.9% | -5.3% | +0.4% | -3.7% |
| 30D | -3.8% | -7.1% | +3.3% | -2.2% |
| 3M | -3.2% | +0.8% | -4.0% | -3.6% |
| 6M | +47.9% | -16.0% | +63.9% | +53.4% |
| YTD | +55.7% | -12.7% | +68.4% | +59.8% |
| 1Y | +106.2% | -12.8% | +119.1% | +111.6% |
| 3Y | -2.1% | -15.8% | +13.8% | +0.1% |
| 5Y | +3.4% | -16.7% | +20.0% | +2.2% |
| All | +3.4% | -17.4% | +20.8% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling