+153.3%
CNC vs SW
+184.4%
-31.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | +4.0% | +2.2% | +1.9% | +3.9% |
| 30D | +7.4% | +7.4% | 0.0% | +7.1% |
| 3M | +5.4% | -5.9% | +11.4% | +5.7% |
| 6M | +25.4% | +9.0% | +16.5% | +24.8% |
| YTD | +70.6% | +18.1% | +52.5% | +68.9% |
| 1Y | +104.9% | +28.7% | +76.3% | +102.2% |
| 3Y | -2.3% | +48.8% | -51.1% | -5.0% |
| 5Y | -6.5% | +2.5% | -8.9% | -8.7% |
| 10Y | +153.3% | +184.4% | -31.2% | +135.1% |
| All | +153.3% | +184.4% | -31.2% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling