-5.2%
CNC vs SN
+496.6%
-501.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -3.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -1.8% | -5.6% | +3.8% | -2.0% |
| 3M | -0.7% | +48.1% | -48.8% | +0.6% |
| 6M | +47.9% | +57.6% | -9.7% | +50.3% |
| YTD | +56.9% | +56.5% | +0.4% | +59.3% |
| 1Y | +123.9% | +52.6% | +71.4% | +127.3% |
| 3Y | -1.3% | +412.0% | -413.2% | -7.2% |
| All | -5.2% | +496.6% | -501.8% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling