+4,405.6%
CNC vs SPG
+2,141.9%
+2,263.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.8% | -4.0% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -1.8% | -4.9% | +3.1% | -0.5% |
| 3M | -0.7% | +3.3% | -4.0% | -1.7% |
| 6M | +47.9% | +11.2% | +36.7% | +43.3% |
| YTD | +56.9% | +17.1% | +39.9% | +49.7% |
| 1Y | +123.9% | +21.6% | +102.3% | +111.4% |
| 3Y | -1.3% | +111.9% | -113.1% | -21.6% |
| 5Y | +2.8% | +106.9% | -104.2% | -19.4% |
| 10Y | +90.9% | +62.2% | +28.7% | +45.1% |
| All | +4,405.6% | +2,141.9% | +2,263.7% | +993.6% |
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