-5.1%
CNC vs SPY
+72.1%
-77.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +2.2% | +2.6% | -0.4% | +1.1% |
| 30D | +1.6% | -2.0% | +3.6% | +2.4% |
| 3M | +7.9% | -2.8% | +10.7% | +9.2% |
| 6M | +21.2% | +2.1% | +19.0% | +20.0% |
| YTD | +73.2% | +11.5% | +61.7% | +65.2% |
| 1Y | +97.5% | +13.5% | +84.0% | +87.0% |
| 3Y | -1.2% | +77.7% | -78.9% | -26.3% |
| All | -5.1% | +72.1% | -77.2% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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