+49.0%
CNC vs ALK
-16.4%
+65.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.5% |
| 7D | +3.5% | -0.7% | +4.2% | +3.5% |
| 30D | +0.1% | -19.2% | +19.3% | +0.2% |
| 3M | +6.9% | -1.5% | +8.4% | +7.1% |
| 6M | +49.0% | -13.1% | +62.1% | +56.2% |
| All | +49.0% | -16.4% | +65.4% | +56.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling