+104.9%
CNC vs ALM
+319.5%
-214.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.8% |
| 7D | -4.9% | +3.6% | -8.5% | -4.9% |
| 30D | -3.8% | +33.8% | -37.6% | -4.0% |
| 3M | -3.2% | +14.8% | -18.0% | -3.7% |
| 6M | +47.9% | -7.0% | +54.8% | +46.7% |
| YTD | +55.7% | +108.1% | -52.4% | +49.7% |
| All | +104.9% | +319.5% | -214.6% | +118.7% |
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