+104.9%
CNC vs ALK
-5.3%
+110.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | +4.0% | +12.9% | -8.9% | +3.8% |
| 30D | +7.4% | +5.5% | +1.9% | +7.0% |
| 3M | +5.4% | -12.1% | +17.5% | +4.6% |
| 6M | +25.4% | +1.7% | +23.7% | +25.6% |
| YTD | +70.6% | -17.4% | +88.0% | +66.3% |
| 1Y | +104.9% | -1.9% | +106.9% | +93.6% |
| All | +104.9% | -5.3% | +110.2% | +93.6% |
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