-1.5%
CNC vs SN
+490.7%
-492.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.5% |
| 7D | +3.5% | -9.3% | +12.9% | +3.3% |
| 30D | +0.1% | -4.8% | +4.9% | -0.1% |
| 3M | +6.9% | +40.4% | -33.5% | +8.2% |
| 6M | +49.0% | +50.9% | -1.9% | +51.2% |
| YTD | +62.9% | +54.9% | +8.0% | +65.4% |
| 1Y | +134.0% | +43.0% | +91.0% | +137.2% |
| 3Y | +9.4% | +391.8% | -382.4% | +3.0% |
| All | -1.5% | +490.7% | -492.2% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling