-1.3%
CNC vs STT
+203.8%
-205.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.4% | -3.5% |
| 7D | -1.0% | +2.2% | -3.2% | -1.2% |
| 30D | -1.8% | +3.9% | -5.7% | -2.2% |
| 3M | -0.7% | +19.2% | -19.9% | -2.5% |
| 6M | +47.9% | +60.4% | -12.4% | +40.5% |
| YTD | +56.9% | +51.5% | +5.5% | +49.9% |
| 1Y | +123.9% | +76.3% | +47.6% | +111.5% |
| 3Y | -1.3% | +200.7% | -202.0% | -14.4% |
| All | -1.3% | +203.8% | -205.1% | -14.4% |
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