+99.3%
CNC vs AR
+11.6%
+87.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.4% |
| 7D | -7.3% | +2.1% | -9.4% | -7.3% |
| 30D | +5.2% | +4.5% | +0.6% | +4.4% |
| 3M | +8.6% | +1.0% | +7.6% | +8.2% |
| 6M | +25.1% | +4.4% | +20.6% | +24.2% |
| YTD | +71.3% | +10.9% | +60.4% | +69.3% |
| 1Y | +99.3% | +8.6% | +90.8% | +96.3% |
| All | +99.3% | +11.6% | +87.8% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling