+110.5%
CNC vs SNY
+2.7%
+107.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +4.7% | +7.9% | +11.2% |
| 7D | +13.4% | +12.4% | +1.0% | +10.1% |
| 30D | +18.2% | +20.1% | -1.9% | +13.0% |
| 3M | +18.6% | +11.2% | +7.4% | +15.5% |
| 6M | +41.9% | +9.5% | +32.4% | +38.2% |
| YTD | +84.7% | +3.4% | +81.3% | +82.8% |
| 1Y | +110.5% | +2.0% | +108.5% | +109.2% |
| All | +110.5% | +2.7% | +107.8% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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