+4,369.3%
CNC vs SPYG
+1,090.5%
+3,278.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -4.9% | +0.3% | -5.2% | -5.1% |
| 30D | -3.8% | -1.7% | -2.1% | -2.7% |
| 3M | -3.2% | +3.6% | -6.9% | -6.0% |
| 6M | +47.9% | +16.6% | +31.3% | +31.8% |
| YTD | +55.7% | +13.4% | +42.3% | +41.0% |
| 1Y | +106.2% | +19.6% | +86.7% | +79.3% |
| 3Y | -2.1% | +99.8% | -101.8% | -44.6% |
| 5Y | +3.4% | +85.0% | -81.6% | -40.2% |
| 10Y | +91.7% | +422.1% | -330.4% | -52.4% |
| All | +4,369.3% | +1,090.5% | +3,278.8% | +440.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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