-5.1%
CNC vs ALM
+410.2%
-415.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.3% | +1.3% |
| 7D | +2.2% | +1.2% | +1.0% | +2.2% |
| 30D | +1.6% | -19.3% | +20.9% | +1.8% |
| 3M | +7.9% | -40.6% | +48.6% | +8.3% |
| 6M | +21.2% | -57.9% | +79.1% | +21.9% |
| YTD | +73.2% | -6.7% | +79.9% | +71.1% |
| 1Y | +97.5% | +20.2% | +77.3% | +94.2% |
| 3Y | -1.2% | +879.4% | -880.7% | -5.4% |
| All | -5.1% | +410.2% | -415.3% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling