-14.2%
CNC vs AS
+114.1%
-128.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.8% | -3.6% |
| 7D | -1.0% | -2.6% | +1.6% | -1.0% |
| 30D | -1.8% | -22.1% | +20.3% | -1.4% |
| 3M | -0.7% | -15.3% | +14.6% | -0.4% |
| 6M | +47.9% | -15.6% | +63.5% | +48.1% |
| YTD | +56.9% | -23.2% | +80.1% | +57.7% |
| 1Y | +123.9% | -21.7% | +145.6% | +125.0% |
| All | -14.2% | +114.1% | -128.3% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling