-2.5%
CNC vs SN
+447.8%
-450.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.5% |
| 7D | -0.9% | -7.3% | +6.3% | -1.1% |
| 30D | -1.0% | -13.6% | +12.6% | -1.4% |
| 3M | +4.5% | +18.6% | -14.1% | +5.2% |
| 6M | +85.2% | +46.0% | +39.3% | +87.7% |
| YTD | +61.4% | +43.7% | +17.7% | +63.5% |
| 1Y | +94.9% | +39.2% | +55.7% | +97.3% |
| 3Y | 0.0% | +306.5% | -306.5% | -5.5% |
| All | -2.5% | +447.8% | -450.3% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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