-1.2%
CNC vs SPG
+135.6%
-136.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +2.2% | +2.0% | +0.2% | +1.8% |
| 30D | +1.6% | +17.2% | -15.7% | -1.3% |
| 3M | +7.9% | +6.3% | +1.6% | +6.6% |
| 6M | +21.2% | +18.7% | +2.5% | +17.2% |
| YTD | +73.2% | +30.1% | +43.1% | +64.6% |
| 1Y | +97.5% | +32.8% | +64.7% | +87.0% |
| 3Y | -1.2% | +133.6% | -134.8% | -15.9% |
| All | -1.2% | +135.6% | -136.8% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling