-5.1%
SNXX vs CNC
+68.6%
-73.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -2.4% | -40.7% | -43.4% |
| 7D | -66.8% | +8.1% | -74.9% | -66.1% |
| 30D | -79.7% | +14.8% | -94.5% | -79.0% |
| 3M | -72.8% | +10.7% | -83.6% | -72.0% |
| 6M | -84.7% | +40.0% | -124.7% | -84.0% |
| All | -5.1% | +68.6% | -73.7% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling