+1,492.7%
CNC vs SW
+743.1%
+749.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +4.1% | +8.6% | +12.5% |
| 7D | +13.4% | +12.1% | +1.3% | +13.0% |
| 30D | +18.2% | +6.6% | +11.7% | +18.0% |
| 3M | +18.6% | -6.0% | +24.6% | +18.8% |
| 6M | +41.9% | +21.5% | +20.4% | +40.9% |
| YTD | +84.7% | +20.3% | +64.4% | +83.4% |
| 1Y | +110.5% | +28.1% | +82.3% | +108.6% |
| 3Y | +9.7% | +51.6% | -41.9% | +7.6% |
| 5Y | +3.0% | -0.1% | +3.2% | +1.5% |
| 10Y | +146.7% | +189.7% | -43.0% | +134.7% |
| All | +1,492.7% | +743.1% | +749.6% | +1,397.5% |
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