+3.4%
CNC vs SM
+119.2%
-115.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -4.9% | -0.2% | -4.6% | -4.9% |
| 30D | -3.8% | +20.3% | -24.1% | -4.9% |
| 3M | -3.2% | +22.9% | -26.2% | -4.7% |
| 6M | +47.9% | +47.8% | 0.0% | +43.6% |
| YTD | +55.7% | +107.5% | -51.8% | +48.2% |
| 1Y | +106.2% | +51.7% | +54.5% | +99.7% |
| 3Y | -2.1% | -0.9% | -1.2% | -3.6% |
| 5Y | +3.4% | +112.2% | -108.9% | -10.5% |
| All | +3.4% | +119.2% | -115.8% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling