+4,872.3%
CNC vs SM
+311.2%
+4,561.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.2% | +9.4% | -7.2% | +1.2% |
| 30D | +1.6% | -14.4% | +15.9% | +2.8% |
| 3M | +7.9% | +1.6% | +6.4% | +7.0% |
| 6M | +21.2% | +6.3% | +14.8% | +19.0% |
| YTD | +73.2% | +78.8% | -5.6% | +59.8% |
| 1Y | +97.5% | +83.1% | +14.3% | +81.5% |
| 3Y | -1.2% | -5.9% | +4.7% | -4.9% |
| 5Y | -6.1% | +4.8% | -10.9% | -13.8% |
| 10Y | +181.3% | +17.5% | +163.7% | +94.8% |
| All | +4,872.3% | +311.2% | +4,561.1% | +1,258.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling