+153.3%
CNC vs ALK
-39.7%
+193.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +4.0% | +12.9% | -8.9% | +2.0% |
| 30D | +7.4% | +5.5% | +1.9% | +6.2% |
| 3M | +5.4% | -12.1% | +17.5% | +7.3% |
| 6M | +25.4% | +1.7% | +23.7% | +23.4% |
| YTD | +70.6% | -17.4% | +88.0% | +71.8% |
| 1Y | +104.9% | -1.9% | +106.9% | +99.3% |
| 3Y | -2.3% | +21.2% | -23.6% | -13.9% |
| 5Y | -6.5% | -27.8% | +21.3% | -9.4% |
| 10Y | +153.3% | -41.0% | +194.3% | +145.7% |
| All | +153.3% | -39.7% | +193.0% | +145.7% |
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