+5.2%
SSPC vs CNC
+17.6%
-12.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +12.6% | -4.9% | +0.4% |
| 7D | +11.8% | +13.4% | -1.6% | +3.7% |
| 30D | +44.7% | +18.2% | +26.5% | +31.7% |
| 3M | -40.7% | +18.6% | -59.3% | -47.5% |
| All | +5.2% | +17.6% | -12.4% | -13.0% |
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 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 · Available span rolling