+252.8%
SPOT vs CNC
+24.9%
+227.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -3.1% | -0.9% | -2.2% | -2.9% |
| 30D | +7.4% | -1.0% | +8.4% | +7.5% |
| 3M | +8.2% | +4.5% | +3.6% | +7.4% |
| 6M | +2.2% | +85.2% | -83.0% | -7.2% |
| YTD | -9.5% | +61.4% | -70.9% | -16.3% |
| 1Y | -23.8% | +94.9% | -118.7% | -31.9% |
| 3Y | +233.5% | 0.0% | +233.5% | +217.1% |
| 5Y | +112.2% | +11.2% | +101.0% | +93.3% |
| All | +252.8% | +24.9% | +227.9% | +204.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling