+5.6%
CNC vs SPXS
-86.0%
+91.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.2% |
| 7D | -0.9% | +2.5% | -3.4% | -0.6% |
| 30D | -1.0% | +4.2% | -5.2% | -0.3% |
| 3M | +4.5% | -9.3% | +13.8% | +3.4% |
| 6M | +85.2% | -30.7% | +115.9% | +77.0% |
| YTD | +61.4% | -28.1% | +89.5% | +55.3% |
| 1Y | +94.9% | -35.1% | +130.0% | +85.3% |
| 3Y | 0.0% | -79.6% | +79.6% | -18.7% |
| All | +5.6% | -86.0% | +91.6% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 5y: compounded portfolio wealth divided by compounded SPXS 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…
5y analysis · Full analysis span regression · 6 months rolling