+95.2%
CNC vs SM
+23.0%
+72.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -0.9% | +4.6% | -5.5% | -1.3% |
| 30D | -1.0% | +18.2% | -19.2% | -2.4% |
| 3M | +4.5% | +22.5% | -18.0% | +2.5% |
| 6M | +85.2% | +50.6% | +34.7% | +78.1% |
| YTD | +61.4% | +108.1% | -46.7% | +51.1% |
| 1Y | +94.9% | +46.0% | +48.9% | +87.3% |
| 3Y | 0.0% | +2.9% | -2.9% | -2.9% |
| 5Y | +11.2% | +112.6% | -101.4% | -1.4% |
| All | +95.2% | +23.0% | +72.2% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling