+4,577.2%
CNC vs STT
+498.8%
+4,078.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +3.5% | +0.5% | +3.1% | +3.4% |
| 30D | +0.1% | +3.9% | -3.8% | -1.0% |
| 3M | +6.9% | +20.0% | -13.0% | +1.5% |
| 6M | +49.0% | +55.3% | -6.3% | +31.6% |
| YTD | +62.9% | +53.3% | +9.6% | +44.1% |
| 1Y | +134.0% | +74.7% | +59.3% | +99.5% |
| 3Y | +9.4% | +205.8% | -196.4% | -22.0% |
| 5Y | +4.1% | +145.0% | -140.9% | -23.2% |
| 10Y | +95.4% | +266.0% | -170.6% | +23.6% |
| All | +4,577.2% | +498.8% | +4,078.4% | +1,666.2% |
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