-2.3%
CNC vs AR
+42.3%
-44.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.5% |
| 7D | +4.0% | -5.8% | +9.8% | +4.2% |
| 30D | +7.4% | +4.8% | +2.6% | +6.9% |
| 3M | +5.4% | +1.5% | +3.9% | +5.2% |
| 6M | +25.4% | +4.7% | +20.7% | +24.8% |
| YTD | +70.6% | +9.2% | +61.4% | +69.1% |
| 1Y | +104.9% | +11.2% | +93.8% | +102.9% |
| 3Y | -2.3% | +46.2% | -48.6% | -3.7% |
| All | -2.3% | +42.3% | -44.6% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling