+5.6%
CNC vs AU
+686.2%
-680.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.6% |
| 7D | -0.9% | -4.3% | +3.3% | -0.9% |
| 30D | -1.0% | +7.3% | -8.3% | -1.0% |
| 3M | +4.5% | +26.3% | -21.8% | +4.4% |
| 6M | +85.2% | +1.8% | +83.5% | +85.1% |
| YTD | +61.4% | +26.8% | +34.6% | +61.1% |
| 1Y | +94.9% | +66.7% | +28.2% | +94.7% |
| 3Y | 0.0% | +579.1% | -579.1% | -3.0% |
| All | +5.6% | +686.2% | -680.7% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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