+97.5%
CNC vs SN
+141.7%
-44.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +1.4% |
| 7D | +2.2% | +1.5% | +0.7% | +2.2% |
| 30D | +1.6% | +21.5% | -19.9% | +1.7% |
| 3M | +7.9% | +20.0% | -12.1% | +7.8% |
| 6M | +21.2% | +119.9% | -98.7% | +25.5% |
| YTD | +73.2% | +102.3% | -29.1% | +76.0% |
| 1Y | +97.5% | +148.0% | -50.5% | +100.4% |
| All | +97.5% | +141.7% | -44.3% | +100.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling