+95.2%
CNC vs STT
+271.9%
-176.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -1.0% | +1.7% | -2.7% | -1.6% |
| 3M | +4.5% | +17.9% | -13.4% | -1.2% |
| 6M | +85.2% | +55.3% | +29.9% | +59.6% |
| YTD | +61.4% | +52.7% | +8.8% | +39.5% |
| 1Y | +94.9% | +75.7% | +19.2% | +60.5% |
| 3Y | 0.0% | +197.9% | -197.9% | -33.7% |
| 5Y | +11.2% | +158.8% | -147.6% | -25.6% |
| All | +95.2% | +271.9% | -176.7% | +13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling