+7.2%
CNC vs CAG
-41.2%
+48.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -4.9% | -6.6% | +1.7% | -3.2% |
| 30D | -3.8% | +2.3% | -6.1% | -4.4% |
| 3M | -3.2% | +16.3% | -19.6% | -7.3% |
| 6M | +47.9% | -16.0% | +63.9% | +54.3% |
| YTD | +55.7% | -7.7% | +63.4% | +57.9% |
| 1Y | +106.2% | -16.0% | +122.3% | +114.5% |
| 3Y | -2.1% | -37.7% | +35.6% | +9.4% |
| All | +7.2% | -41.2% | +48.5% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling