+4,817.2%
CNC vs STT
+439.7%
+4,377.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | -7.3% | +0.4% | -7.7% | -7.4% |
| 30D | +5.2% | -0.4% | +5.6% | +5.2% |
| 3M | +8.6% | -6.5% | +15.1% | +10.5% |
| 6M | +25.1% | +17.2% | +7.9% | +19.3% |
| YTD | +71.3% | +38.2% | +33.1% | +55.7% |
| 1Y | +99.3% | +49.3% | +50.0% | +77.4% |
| 3Y | -1.9% | +181.9% | -183.9% | -28.5% |
| 5Y | -6.4% | +106.9% | -113.3% | -27.6% |
| 10Y | +178.1% | +203.1% | -25.0% | +85.3% |
| All | +4,817.2% | +439.7% | +4,377.5% | +1,808.4% |
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 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