-8.3%
CNC vs ALK
-29.1%
+20.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.1% | -8.8% | -2.3% |
| 7D | +3.0% | +8.9% | -5.9% | +2.2% |
| 30D | +4.9% | +5.9% | -1.1% | +4.2% |
| 3M | +4.2% | -16.5% | +20.7% | +5.4% |
| 6M | +22.5% | +2.1% | +20.4% | +21.4% |
| YTD | +66.6% | -17.1% | +83.7% | +67.0% |
| 1Y | +82.5% | -2.9% | +85.3% | +79.3% |
| 3Y | -4.1% | +24.5% | -28.6% | -13.2% |
| 5Y | -8.3% | -29.1% | +20.8% | -7.1% |
| All | -8.3% | -29.1% | +20.8% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling