+109.1%
CNC vs SPG
+19.7%
+89.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -3.9% | -2.2% | -1.7% | -3.2% |
| 30D | +0.8% | -5.8% | +6.6% | +2.7% |
| 3M | +0.1% | -2.8% | +2.9% | +0.4% |
| 6M | +79.7% | +8.9% | +70.8% | +70.0% |
| YTD | +58.9% | +14.3% | +44.6% | +45.6% |
| 1Y | +109.1% | +19.5% | +89.7% | +87.2% |
| All | +109.1% | +19.7% | +89.4% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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