-3.6%
CNC vs S
+13.6%
-17.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.9% | -1.2% | -3.7% | -4.8% |
| 30D | -3.8% | -12.6% | +8.8% | -3.4% |
| 3M | -3.2% | +27.6% | -30.8% | -4.0% |
| 6M | +47.9% | +35.5% | +12.4% | +46.3% |
| YTD | +55.7% | +29.6% | +26.1% | +54.0% |
| 1Y | +106.2% | +8.1% | +98.1% | +104.7% |
| All | -3.6% | +13.6% | -17.2% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling