+4,405.6%
CNC vs CAG
+113.1%
+4,292.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.2% | -3.2% |
| 7D | -1.0% | -5.3% | +4.3% | +0.7% |
| 30D | -1.8% | +1.0% | -2.8% | -2.3% |
| 3M | -0.7% | +17.4% | -18.1% | -6.2% |
| 6M | +47.9% | -16.8% | +64.8% | +56.2% |
| YTD | +56.9% | -6.8% | +63.7% | +58.9% |
| 1Y | +123.9% | -15.4% | +139.3% | +133.3% |
| 3Y | -1.3% | -37.1% | +35.8% | +11.8% |
| 5Y | +2.8% | -41.3% | +44.0% | +18.1% |
| 10Y | +90.9% | -35.5% | +126.3% | +97.3% |
| All | +4,405.6% | +113.1% | +4,292.5% | +2,498.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling