-2.3%
CNC vs SN
+431.1%
-433.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.4% |
| 7D | +4.0% | +7.6% | -3.5% | +4.3% |
| 30D | +7.4% | +22.4% | -15.1% | +8.2% |
| 3M | +5.4% | +21.7% | -16.2% | +6.2% |
| 6M | +25.4% | +102.8% | -77.4% | +30.1% |
| YTD | +70.6% | +102.4% | -31.8% | +76.8% |
| 1Y | +104.9% | +139.0% | -34.0% | +114.1% |
| 3Y | -2.3% | +440.4% | -442.7% | -14.8% |
| All | -2.3% | +431.1% | -433.4% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling