+75.4%
SPY vs CNC
-0.4%
+75.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | -2.0% | -3.9% | +1.9% | -1.9% |
| 30D | -1.7% | +0.8% | -2.5% | -1.7% |
| 3M | +4.7% | +0.1% | +4.6% | +4.7% |
| 6M | +12.5% | +79.7% | -67.2% | +10.7% |
| YTD | +11.7% | +58.9% | -47.2% | +10.1% |
| 1Y | +17.5% | +109.1% | -91.7% | +14.9% |
| All | +75.4% | -0.4% | +75.8% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling