+99.3%
CNC vs AS
+2.8%
+96.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +0.5% |
| 7D | -7.3% | -3.0% | -4.2% | -7.1% |
| 30D | +5.2% | +9.6% | -4.4% | +4.9% |
| 3M | +8.6% | -8.2% | +16.8% | +8.8% |
| 6M | +25.1% | -9.9% | +35.0% | +25.4% |
| YTD | +71.3% | -16.8% | +88.1% | +74.4% |
| 1Y | +99.3% | +3.0% | +96.3% | +97.5% |
| All | +99.3% | +2.8% | +96.5% | +97.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling