-5.9%
CNC vs SW
-2.6%
-3.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.0% | -5.9% |
| 7D | +1.9% | +2.3% | -0.4% | +1.8% |
| 30D | +7.3% | +6.8% | +0.5% | +7.1% |
| 3M | +8.6% | -5.2% | +13.8% | +8.8% |
| 6M | +26.0% | +7.4% | +18.6% | +25.7% |
| YTD | +69.5% | +17.4% | +52.1% | +68.5% |
| 1Y | +88.0% | +27.1% | +60.9% | +86.4% |
| 3Y | -2.9% | +47.9% | -50.8% | -4.5% |
| All | -5.9% | -2.6% | -3.3% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling