+3.4%
CNC vs STT
+158.4%
-155.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.9% | +1.0% | -5.8% | -5.0% |
| 30D | -3.8% | +2.8% | -6.6% | -4.3% |
| 3M | -3.2% | +18.1% | -21.4% | -6.5% |
| 6M | +47.9% | +59.2% | -11.3% | +34.3% |
| YTD | +55.7% | +51.5% | +4.2% | +42.7% |
| 1Y | +106.2% | +75.7% | +30.6% | +83.5% |
| 3Y | -2.1% | +200.8% | -202.8% | -24.7% |
| 5Y | +3.4% | +155.8% | -152.4% | -19.5% |
| All | +3.4% | +158.4% | -155.0% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling