+4,872.3%
CNC vs STT
+437.5%
+4,434.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | +2.2% | +4.8% | -2.6% | +0.9% |
| 30D | +1.6% | +3.9% | -2.3% | +0.5% |
| 3M | +7.9% | -8.2% | +16.1% | +10.3% |
| 6M | +21.2% | +15.6% | +5.6% | +16.1% |
| YTD | +73.2% | +37.6% | +35.6% | +57.7% |
| 1Y | +97.5% | +50.1% | +47.4% | +75.5% |
| 3Y | -1.2% | +183.1% | -184.3% | -28.0% |
| 5Y | -6.1% | +104.8% | -110.9% | -27.2% |
| 10Y | +181.3% | +201.9% | -20.6% | +87.5% |
| All | +4,872.3% | +437.5% | +4,434.8% | +1,832.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling