-5.4%
CNC vs AS
+123.4%
-128.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.4% |
| 7D | +2.2% | -4.9% | +7.1% | +2.3% |
| 30D | +1.6% | +3.9% | -2.3% | +1.5% |
| 3M | +7.9% | -9.6% | +17.5% | +8.1% |
| 6M | +21.2% | -8.7% | +29.9% | +21.3% |
| YTD | +73.2% | -19.8% | +93.0% | +73.9% |
| 1Y | +97.5% | -1.5% | +99.0% | +97.3% |
| All | -5.4% | +123.4% | -128.8% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling