+153.1%
SO vs CNC
+99.9%
+53.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -0.9% |
| 7D | -1.1% | -0.9% | -0.1% | -1.0% |
| 30D | -5.0% | -1.0% | -4.0% | -4.9% |
| 3M | -5.8% | +4.5% | -10.3% | -6.7% |
| 6M | -7.9% | +85.2% | -93.2% | -17.3% |
| YTD | +2.4% | +61.4% | -59.0% | -6.4% |
| 1Y | -2.3% | +94.9% | -97.2% | -14.1% |
| 3Y | +41.9% | 0.0% | +41.9% | +35.4% |
| 5Y | +58.1% | +11.2% | +46.9% | +44.9% |
| All | +153.1% | +99.9% | +53.2% | +118.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling