+134.0%
CNC vs STT
+75.3%
+58.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +3.5% | +0.5% | +3.1% | +3.4% |
| 30D | +0.1% | +3.9% | -3.8% | -0.8% |
| 3M | +6.9% | +20.0% | -13.0% | +2.5% |
| 6M | +49.0% | +55.3% | -6.3% | +31.9% |
| YTD | +62.9% | +53.3% | +9.6% | +44.6% |
| 1Y | +134.0% | +74.7% | +59.3% | +95.0% |
| All | +134.0% | +75.3% | +58.7% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling