+1,304.7%
CNC vs SW
+755.0%
+549.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | +3.5% | -5.1% | +8.6% | +3.7% |
| 30D | +0.1% | -4.6% | +4.7% | +0.2% |
| 3M | +6.9% | +9.4% | -2.5% | +6.6% |
| 6M | +49.0% | +3.5% | +45.5% | +48.7% |
| YTD | +62.9% | +22.0% | +40.9% | +61.7% |
| 1Y | +134.0% | +2.2% | +131.8% | +133.2% |
| 3Y | +9.4% | +19.6% | -10.2% | +8.1% |
| 5Y | +4.1% | -2.3% | +6.5% | +2.6% |
| 10Y | +95.4% | +181.4% | -86.0% | +85.9% |
| All | +1,304.7% | +755.0% | +549.7% | +1,220.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling