-6.0%
CNC vs AUR
-36.7%
+30.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +2.1% |
| 7D | -3.9% | +0.2% | -4.0% | -3.9% |
| 30D | +0.8% | -8.9% | +9.7% | +0.9% |
| 3M | +0.1% | +4.6% | -4.5% | 0.0% |
| 6M | +79.7% | +44.9% | +34.8% | +78.6% |
| YTD | +58.9% | +64.8% | -5.9% | +57.8% |
| 1Y | +109.1% | +16.4% | +92.8% | +108.1% |
| 3Y | 0.0% | +85.1% | -85.1% | -2.4% |
| 5Y | +9.5% | -36.1% | +45.6% | +3.7% |
| All | -6.0% | -36.7% | +30.7% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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