+4,369.3%
CNC vs AU
+784.9%
+3,584.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -0.8% |
| 7D | -4.9% | +0.6% | -5.5% | -4.9% |
| 30D | -3.8% | +12.3% | -16.1% | -4.4% |
| 3M | -3.2% | +29.4% | -32.6% | -4.6% |
| 6M | +47.9% | +3.2% | +44.7% | +46.9% |
| YTD | +55.7% | +31.8% | +23.9% | +52.5% |
| 1Y | +106.2% | +83.4% | +22.8% | +98.4% |
| 3Y | -2.1% | +623.1% | -625.2% | -13.7% |
| 5Y | +3.4% | +700.5% | -697.1% | -10.5% |
| 10Y | +91.7% | +717.6% | -625.9% | +60.9% |
| All | +4,369.3% | +784.9% | +3,584.4% | +5,244.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling