+176.4%
CNC vs CAPR
-65.7%
+242.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.9% | +8.4% | +1.5% |
| 7D | +2.2% | +5.9% | -3.7% | +2.1% |
| 30D | +1.6% | +44.6% | -43.0% | +1.4% |
| 3M | +7.9% | +126.4% | -118.4% | +7.3% |
| 6M | +21.2% | -68.6% | +89.8% | +21.3% |
| YTD | +73.2% | -67.0% | +140.2% | +73.2% |
| 1Y | +97.5% | +65.2% | +32.3% | +93.0% |
| 3Y | -1.2% | +235.6% | -236.8% | -4.9% |
| 5Y | -6.1% | +175.4% | -181.5% | -9.8% |
| All | +176.4% | -65.7% | +242.1% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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