+110.5%
CNC vs SM
+70.4%
+40.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -15.3% | +27.9% | +12.3% |
| 7D | +13.4% | -21.5% | +34.8% | +13.5% |
| 30D | +18.2% | -11.4% | +29.6% | +17.6% |
| 3M | +18.6% | +0.6% | +18.0% | +16.8% |
| 6M | +41.9% | +0.2% | +41.7% | +39.4% |
| YTD | +84.7% | +69.7% | +15.1% | +80.3% |
| 1Y | +110.5% | +71.6% | +38.9% | +106.2% |
| All | +110.5% | +70.4% | +40.1% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling