+4.2%
CNC vs APD
+26.3%
-22.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.4% |
| 7D | -1.0% | -2.5% | +1.5% | -0.4% |
| 30D | -1.8% | -1.9% | +0.1% | -1.4% |
| 3M | -0.7% | +8.2% | -8.9% | -2.6% |
| 6M | +47.9% | +10.7% | +37.2% | +44.0% |
| YTD | +56.9% | +22.9% | +34.0% | +48.5% |
| 1Y | +123.9% | +5.8% | +118.1% | +119.5% |
| 3Y | -1.3% | +7.8% | -9.0% | -5.5% |
| All | +4.2% | +26.3% | -22.1% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling