+110.5%
CNC vs ALM
+44.8%
+65.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.2% | +11.5% | +12.6% |
| 7D | +13.4% | -6.4% | +19.8% | +13.4% |
| 30D | +18.2% | -35.0% | +53.2% | +18.3% |
| 3M | +18.6% | -33.8% | +52.4% | +18.3% |
| 6M | +41.9% | -55.0% | +96.9% | +41.3% |
| YTD | +84.7% | -0.2% | +84.9% | +74.7% |
| 1Y | +110.5% | +41.8% | +68.7% | +93.5% |
| All | +110.5% | +44.8% | +65.7% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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