+18.6%
CNC vs SW
-3.7%
+22.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +4.1% | +8.6% | +11.0% |
| 7D | +13.4% | +12.1% | +1.3% | +9.9% |
| 30D | +18.2% | +6.6% | +11.7% | +15.7% |
| 3M | +18.6% | -6.0% | +24.6% | +18.1% |
| All | +18.6% | -3.7% | +22.3% | +18.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling