+172.5%
CNC vs APD
+191.6%
-19.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -5.3% | +2.2% | -7.4% | -6.1% |
| 30D | +2.0% | +9.4% | -7.4% | -1.5% |
| 3M | +4.8% | +4.7% | +0.1% | +2.9% |
| 6M | +18.5% | +5.5% | +13.0% | +15.6% |
| YTD | +70.8% | +31.4% | +39.4% | +51.3% |
| 1Y | +94.1% | +24.1% | +70.0% | +75.7% |
| 3Y | -2.2% | +28.8% | -31.0% | -16.3% |
| 5Y | -7.4% | +15.8% | -23.1% | -18.8% |
| All | +172.5% | +191.6% | -19.1% | +40.1% |
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