+3.4%
CNC vs ALM
+958.0%
-954.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.7% |
| 7D | -4.9% | +3.6% | -8.5% | -4.9% |
| 30D | -3.8% | +33.8% | -37.6% | -4.2% |
| 3M | -3.2% | +14.8% | -18.0% | -3.7% |
| 6M | +47.9% | -7.0% | +54.8% | +47.2% |
| YTD | +55.7% | +108.1% | -52.4% | +52.3% |
| 1Y | +106.2% | +313.8% | -207.5% | +99.1% |
| 3Y | -2.1% | +2,227.6% | -2,229.7% | -8.5% |
| 5Y | +3.4% | +956.6% | -953.2% | -2.7% |
| All | +3.4% | +958.0% | -954.6% | -2.7% |
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 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