+88.3%
CNC vs APD
+170.1%
-81.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -4.9% | -4.6% | -0.3% | -3.1% |
| 30D | -3.8% | -4.2% | +0.4% | -2.1% |
| 3M | -3.2% | +5.0% | -8.2% | -5.4% |
| 6M | +47.9% | +8.9% | +38.9% | +41.9% |
| YTD | +55.7% | +21.9% | +33.8% | +42.0% |
| 1Y | +106.2% | +5.6% | +100.7% | +99.1% |
| 3Y | -2.1% | +6.9% | -8.9% | -9.6% |
| 5Y | +3.4% | +25.3% | -22.0% | -14.8% |
| All | +88.3% | +170.1% | -81.8% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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