+100.1%
CNC vs AS
+8.1%
+92.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.9% | -1.9% |
| 7D | +3.0% | +5.8% | -2.8% | +2.7% |
| 30D | +4.9% | +15.4% | -10.5% | +4.4% |
| 3M | +4.2% | -11.9% | +16.1% | +4.4% |
| 6M | +22.5% | -9.9% | +32.4% | +22.9% |
| YTD | +66.6% | -13.1% | +79.7% | +69.4% |
| All | +100.1% | +8.1% | +92.1% | +99.2% |
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