+4,872.3%
CNC vs SPY
+943.0%
+3,929.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | +2.2% | +2.6% | -0.4% | 0.0% |
| 30D | +1.6% | -2.0% | +3.6% | +3.1% |
| 3M | +7.9% | -2.8% | +10.7% | +10.3% |
| 6M | +21.2% | +2.1% | +19.0% | +18.6% |
| YTD | +73.2% | +11.5% | +61.7% | +57.5% |
| 1Y | +97.5% | +13.5% | +84.0% | +77.1% |
| 3Y | -1.2% | +77.7% | -78.9% | -41.1% |
| 5Y | -6.1% | +72.6% | -78.7% | -43.8% |
| 10Y | +181.3% | +308.2% | -126.9% | -19.0% |
| All | +4,872.3% | +943.0% | +3,929.3% | +507.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling