+110.5%
CNC vs ALK
-1.1%
+111.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +8.8% | +3.9% | +12.4% |
| 7D | +13.4% | +12.4% | +0.9% | +13.1% |
| 30D | +18.2% | +2.1% | +16.1% | +17.8% |
| 3M | +18.6% | -23.9% | +42.5% | +17.8% |
| 6M | +41.9% | +8.2% | +33.7% | +42.0% |
| YTD | +84.7% | -20.5% | +105.2% | +80.5% |
| 1Y | +110.5% | -1.0% | +111.5% | +90.5% |
| All | +110.5% | -1.1% | +111.6% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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