+4,405.6%
CNC vs SPY
+956.4%
+3,449.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.1% | -3.2% |
| 7D | -1.0% | +0.5% | -1.5% | -1.4% |
| 30D | -1.8% | -0.9% | -0.9% | -1.0% |
| 3M | -0.7% | +3.9% | -4.6% | -3.9% |
| 6M | +47.9% | +14.5% | +33.4% | +32.0% |
| YTD | +56.9% | +12.9% | +44.0% | +41.4% |
| 1Y | +123.9% | +19.4% | +104.6% | +92.7% |
| 3Y | -1.3% | +78.5% | -79.7% | -41.4% |
| 5Y | +2.8% | +81.8% | -79.0% | -41.2% |
| 10Y | +90.9% | +311.5% | -220.7% | -45.3% |
| All | +4,405.6% | +956.4% | +3,449.2% | +445.2% |
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