+172.5%
CNC vs CAPR
-63.2%
+235.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.7% | +8.4% | -0.3% |
| 7D | -5.3% | +19.1% | -24.3% | -5.4% |
| 30D | +2.0% | +48.8% | -46.8% | +1.8% |
| 3M | +4.8% | +144.4% | -139.6% | +4.1% |
| 6M | +18.5% | -67.5% | +86.0% | +18.6% |
| YTD | +70.8% | -64.5% | +135.3% | +70.8% |
| 1Y | +94.1% | +74.4% | +19.7% | +89.7% |
| 3Y | -2.2% | +265.7% | -267.9% | -5.9% |
| 5Y | -7.4% | +196.0% | -203.3% | -11.1% |
| All | +172.5% | -63.2% | +235.7% | +159.9% |
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