+15.8%
CNC vs ALC
+24.0%
-8.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.7% |
| 7D | +3.5% | -2.1% | +5.6% | +4.3% |
| 30D | +0.1% | -0.1% | +0.2% | +0.1% |
| 3M | +6.9% | +5.9% | +1.0% | +4.5% |
| 6M | +49.0% | -15.9% | +64.9% | +56.5% |
| YTD | +62.9% | -10.1% | +73.0% | +67.0% |
| 1Y | +134.0% | -10.2% | +144.2% | +139.7% |
| 3Y | +9.4% | -13.6% | +23.0% | +10.8% |
| 5Y | +4.1% | -15.1% | +19.3% | +4.3% |
| All | +15.8% | +24.0% | -8.2% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling