+7.7%
CNC vs SITM
+4,437.5%
-4,429.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -4.9% | +3.7% | -8.6% | -5.0% |
| 30D | -3.8% | -14.5% | +10.7% | -3.3% |
| 3M | -3.2% | -10.6% | +7.3% | -3.3% |
| 6M | +47.9% | +65.5% | -17.7% | +43.2% |
| YTD | +55.7% | +67.0% | -11.3% | +50.2% |
| 1Y | +106.2% | +138.6% | -32.4% | +94.9% |
| 3Y | -2.1% | +421.8% | -423.9% | -14.2% |
| 5Y | +3.4% | +172.4% | -169.0% | -10.0% |
| All | +7.7% | +4,437.5% | -4,429.7% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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