+92.2%
CNC vs ALM
+2,776.7%
-2,684.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.6% | +11.7% | +2.3% |
| 7D | -3.9% | -7.1% | +3.3% | -3.7% |
| 30D | +0.8% | +24.7% | -23.9% | +0.2% |
| 3M | +0.1% | +8.3% | -8.2% | -0.3% |
| 6M | +79.7% | -22.2% | +101.8% | +79.6% |
| YTD | +58.9% | +88.1% | -29.2% | +55.2% |
| 1Y | +109.1% | +272.4% | -163.2% | +100.4% |
| 3Y | 0.0% | +2,004.1% | -2,004.1% | -9.5% |
| 5Y | +9.5% | +915.8% | -906.3% | +0.3% |
| All | +92.2% | +2,776.7% | -2,684.5% | +63.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling