+4,577.2%
CNC vs ALK
+525.4%
+4,051.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.8% |
| 7D | +3.5% | -0.7% | +4.2% | +3.7% |
| 30D | +0.1% | -19.2% | +19.3% | +4.4% |
| 3M | +6.9% | -1.5% | +8.4% | +6.3% |
| 6M | +49.0% | -13.1% | +62.1% | +50.4% |
| YTD | +62.9% | -16.4% | +79.3% | +64.4% |
| 1Y | +134.0% | -33.1% | +167.1% | +146.6% |
| 3Y | +9.4% | +0.6% | +8.8% | +0.2% |
| 5Y | +4.1% | -26.4% | +30.5% | 0.0% |
| 10Y | +95.4% | -34.2% | +129.5% | +75.5% |
| All | +4,577.2% | +525.4% | +4,051.8% | +1,823.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling