+1,706.4%
CNC vs IAG
+368.9%
+1,337.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -3.6% |
| 7D | -1.0% | +4.3% | -5.2% | -1.2% |
| 30D | -1.8% | +9.8% | -11.6% | -2.2% |
| 3M | -0.7% | +28.9% | -29.6% | -1.8% |
| 6M | +47.9% | -7.6% | +55.5% | +47.8% |
| YTD | +56.9% | +22.0% | +35.0% | +54.8% |
| 1Y | +123.9% | +99.5% | +24.4% | +116.3% |
| 3Y | -1.3% | +818.3% | -819.5% | -11.7% |
| 5Y | +2.8% | +785.9% | -783.2% | -9.5% |
| 10Y | +90.9% | +381.1% | -290.2% | +67.0% |
| All | +1,706.4% | +368.9% | +1,337.6% | +1,282.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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