+178.1%
CNC vs ALK
-41.4%
+219.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -7.3% | +2.6% | -9.9% | -7.7% |
| 30D | +5.2% | +7.8% | -2.6% | +3.7% |
| 3M | +8.6% | -15.2% | +23.9% | +11.2% |
| 6M | +25.1% | +5.0% | +20.0% | +22.4% |
| YTD | +71.3% | -18.4% | +89.7% | +72.8% |
| 1Y | +99.3% | -2.4% | +101.7% | +94.0% |
| 3Y | -1.9% | +19.8% | -21.7% | -13.4% |
| 5Y | -6.4% | -27.8% | +21.4% | -9.4% |
| 10Y | +178.1% | -42.0% | +220.1% | +169.5% |
| All | +178.1% | -41.4% | +219.5% | +169.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling