-7.4%
CNC vs AS
+134.9%
-142.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.5% | -6.0% |
| 7D | +1.9% | +6.9% | -5.0% | +1.7% |
| 30D | +7.3% | +16.0% | -8.7% | +7.0% |
| 3M | +8.6% | -12.8% | +21.5% | +8.9% |
| 6M | +26.0% | -15.4% | +41.4% | +26.4% |
| YTD | +69.5% | -15.7% | +85.2% | +70.0% |
| 1Y | +88.0% | +6.1% | +81.9% | +87.5% |
| All | -7.4% | +134.9% | -142.2% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling