-3.6%
CNC vs ALM
+2,150.5%
-2,154.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.1% |
| 3M | -3.2% | +14.8% | -18.0% | -3.6% |
| 6M | +47.9% | -7.0% | +54.8% | +47.3% |
| YTD | +55.7% | +108.1% | -52.4% | +52.7% |
| 1Y | +106.2% | +313.8% | -207.5% | +100.5% |
| All | -3.6% | +2,150.5% | -2,154.0% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling