0.0%
CNC vs SW
-1.6%
+1.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.4% |
| 7D | +8.1% | +4.7% | +3.4% | +7.9% |
| 30D | +14.8% | +5.0% | +9.8% | +14.6% |
| 3M | +10.7% | -7.3% | +18.1% | +10.9% |
| 6M | +40.0% | +15.0% | +25.0% | +39.3% |
| YTD | +80.2% | +18.5% | +61.7% | +79.1% |
| 1Y | +101.3% | +27.1% | +74.2% | +99.6% |
| 3Y | +7.0% | +49.3% | -42.3% | +5.3% |
| 5Y | 0.0% | -1.6% | +1.6% | -4.0% |
| All | 0.0% | -1.6% | +1.6% | -4.0% |
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