+4,405.6%
CNC vs APD
+1,167.3%
+3,238.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.1% |
| 7D | -1.0% | -2.5% | +1.5% | +0.1% |
| 30D | -1.8% | -1.9% | +0.1% | -1.0% |
| 3M | -0.7% | +8.2% | -8.9% | -4.5% |
| 6M | +47.9% | +10.7% | +37.2% | +40.2% |
| YTD | +56.9% | +22.9% | +34.0% | +41.3% |
| 1Y | +123.9% | +5.8% | +118.1% | +114.7% |
| 3Y | -1.3% | +7.8% | -9.0% | -10.1% |
| 5Y | +2.8% | +26.1% | -23.4% | -15.5% |
| 10Y | +90.9% | +163.7% | -72.8% | +5.7% |
| All | +4,405.6% | +1,167.3% | +3,238.3% | +987.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling