+975.4%
SPY vs CNC
+5,537.6%
-4,562.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.2% |
| 7D | +0.1% | +3.5% | -3.4% | -0.5% |
| 30D | +0.1% | +0.1% | 0.0% | 0.0% |
| 3M | +2.0% | +6.9% | -4.9% | +0.6% |
| 6M | +13.0% | +49.0% | -36.0% | +4.6% |
| YTD | +13.5% | +62.9% | -49.4% | +3.2% |
| 1Y | +20.0% | +134.0% | -114.0% | +1.8% |
| 3Y | +77.2% | +9.4% | +67.8% | +64.4% |
| 5Y | +81.9% | +4.1% | +77.7% | +68.4% |
| 10Y | +314.1% | +95.4% | +218.7% | +233.5% |
| All | +975.4% | +5,537.6% | -4,562.1% | +402.0% |
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