-2.3%
CNC vs STT
+183.8%
-186.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | -7.3% | +0.4% | -7.7% | -7.3% |
| 30D | +5.2% | -0.4% | +5.6% | +5.2% |
| 3M | +8.6% | -6.5% | +15.1% | +9.3% |
| 6M | +25.1% | +17.2% | +7.9% | +23.0% |
| YTD | +71.3% | +38.2% | +33.1% | +65.4% |
| 1Y | +99.3% | +49.3% | +50.0% | +91.4% |
| All | -2.3% | +183.8% | -186.1% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling