+123.7%
CNC vs SPMO
+575.0%
-451.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -4.9% | +2.7% | -7.6% | -6.3% |
| 30D | -3.8% | +1.1% | -4.8% | -4.5% |
| 3M | -3.2% | +2.0% | -5.3% | -5.5% |
| 6M | +47.9% | +26.5% | +21.3% | +26.2% |
| YTD | +55.7% | +26.5% | +29.2% | +32.6% |
| 1Y | +106.2% | +27.9% | +78.3% | +74.2% |
| 3Y | -2.1% | +160.4% | -162.4% | -52.1% |
| 5Y | +3.4% | +151.5% | -148.1% | -48.5% |
| 10Y | +91.7% | +526.3% | -434.7% | -46.6% |
| All | +123.7% | +575.0% | -451.4% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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