+18.5%
CNC vs SN
+105.7%
-87.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.1% |
| 7D | -5.3% | +1.4% | -6.6% | -5.4% |
| 30D | +2.0% | +16.6% | -14.6% | +1.2% |
| 3M | +4.8% | +18.3% | -13.5% | +3.4% |
| 6M | +18.5% | +103.1% | -84.6% | +20.8% |
| All | +18.5% | +105.7% | -87.2% | +20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling