+4,462.8%
CNC vs AON
+1,148.4%
+3,314.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.7% |
| 7D | -3.9% | -5.9% | +2.0% | -1.5% |
| 30D | +0.8% | -13.7% | +14.5% | +6.5% |
| 3M | +0.1% | -8.3% | +8.4% | +2.9% |
| 6M | +79.7% | -3.6% | +83.3% | +80.5% |
| YTD | +58.9% | -12.4% | +71.3% | +65.9% |
| 1Y | +109.1% | -14.6% | +123.8% | +120.7% |
| 3Y | 0.0% | -5.7% | +5.7% | +0.9% |
| 5Y | +9.5% | +9.1% | +0.3% | +3.0% |
| 10Y | +95.7% | +208.7% | -113.0% | +20.8% |
| All | +4,462.8% | +1,148.4% | +3,314.4% | +1,554.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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