+176.4%
CNC vs ALM
+2,100.8%
-1,924.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.3% | +1.3% |
| 7D | +2.2% | +1.2% | +1.0% | +2.1% |
| 30D | +1.6% | -19.3% | +20.9% | +2.0% |
| 3M | +7.9% | -40.6% | +48.6% | +8.9% |
| 6M | +21.2% | -57.9% | +79.1% | +22.9% |
| YTD | +73.2% | -6.7% | +79.9% | +71.1% |
| 1Y | +97.5% | +20.2% | +77.3% | +93.6% |
| 3Y | -1.2% | +879.4% | -880.7% | -9.8% |
| 5Y | -6.1% | +415.3% | -421.3% | -13.7% |
| All | +176.4% | +2,100.8% | -1,924.4% | +129.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling