+4,872.3%
CNC vs SPG
+2,391.5%
+2,480.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +2.2% | +2.0% | +0.2% | +1.6% |
| 30D | +1.6% | +17.2% | -15.7% | -2.8% |
| 3M | +7.9% | +6.3% | +1.6% | +6.0% |
| 6M | +21.2% | +18.7% | +2.5% | +15.3% |
| YTD | +73.2% | +30.1% | +43.1% | +60.5% |
| 1Y | +97.5% | +32.8% | +64.7% | +82.0% |
| 3Y | -1.2% | +133.6% | -134.8% | -23.5% |
| 5Y | -6.1% | +84.4% | -90.4% | -23.7% |
| 10Y | +181.3% | +114.3% | +66.9% | +96.4% |
| All | +4,872.3% | +2,391.5% | +2,480.8% | +1,072.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling