-8.9%
CNC vs VSXY
+37.5%
-46.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.5% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -1.0% | -18.7% | +17.7% | -0.4% |
| 3M | +4.5% | -4.0% | +8.5% | +4.6% |
| 6M | +85.2% | +67.5% | +17.7% | +80.6% |
| YTD | +61.4% | +39.7% | +21.8% | +58.3% |
| 1Y | +94.9% | +180.0% | -85.1% | +85.3% |
| 3Y | 0.0% | +337.3% | -337.3% | -9.8% |
| 5Y | +11.2% | +22.7% | -11.5% | +4.8% |
| All | -8.9% | +37.5% | -46.4% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling