+176.4%
CNC vs SM
+18.0%
+158.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.2% | +9.4% | -7.2% | +1.5% |
| 30D | +1.6% | -14.4% | +15.9% | +2.5% |
| 3M | +7.9% | +1.6% | +6.4% | +7.2% |
| 6M | +21.2% | +6.3% | +14.8% | +19.5% |
| YTD | +73.2% | +78.8% | -5.6% | +63.3% |
| 1Y | +97.5% | +83.1% | +14.3% | +85.7% |
| 3Y | -1.2% | -5.9% | +4.7% | -3.8% |
| 5Y | -6.1% | +4.8% | -10.9% | -11.7% |
| All | +176.4% | +18.0% | +158.4% | +110.8% |
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