+95.2%
CNC vs CAG
-36.2%
+131.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.7% |
| 7D | -0.9% | -5.7% | +4.8% | +0.3% |
| 30D | -1.0% | -2.4% | +1.4% | -0.5% |
| 3M | +4.5% | +9.8% | -5.3% | +2.1% |
| 6M | +85.2% | -10.8% | +96.1% | +88.9% |
| YTD | +61.4% | -10.8% | +72.2% | +64.4% |
| 1Y | +94.9% | -19.0% | +113.8% | +102.4% |
| 3Y | 0.0% | -39.7% | +39.7% | +9.9% |
| 5Y | +11.2% | -43.0% | +54.2% | +23.5% |
| All | +95.2% | -36.2% | +131.4% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling