-6.5%
CNC vs CAPR
+151.3%
-157.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.9% | +12.4% | +2.4% |
| 7D | +4.0% | +7.6% | -3.6% | +4.0% |
| 30D | +7.4% | +13.3% | -5.9% | +7.3% |
| 3M | +5.4% | +130.4% | -125.0% | +5.0% |
| 6M | +25.4% | -70.8% | +96.2% | +25.5% |
| YTD | +70.6% | -69.3% | +139.8% | +70.6% |
| 1Y | +104.9% | +59.5% | +45.4% | +100.2% |
| 3Y | -2.3% | +216.8% | -219.1% | -8.2% |
| 5Y | -6.5% | +152.7% | -159.2% | -15.0% |
| All | -6.5% | +151.3% | -157.8% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling