+427.8%
CNC vs ALM
+7,705.7%
-7,278.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | +3.5% | -2.6% | +6.1% | +3.5% |
| 30D | +0.1% | +32.0% | -31.9% | 0.0% |
| 3M | +6.9% | -15.0% | +22.0% | +6.9% |
| 6M | +49.0% | -10.1% | +59.1% | +49.0% |
| YTD | +62.9% | +99.4% | -36.5% | +62.7% |
| 1Y | +134.0% | +316.4% | -182.4% | +133.3% |
| 3Y | +9.4% | +2,022.0% | -2,012.6% | +8.8% |
| 5Y | +4.1% | +941.2% | -937.0% | +3.6% |
| 10Y | +95.4% | +2,950.3% | -2,855.0% | +94.1% |
| All | +427.8% | +7,705.7% | -7,278.0% | +426.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling