+1,079.7%
CNC vs CAPR
-99.1%
+1,178.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.9% | +12.4% | +2.5% |
| 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% | +4.9% |
| 6M | +25.4% | -70.8% | +96.2% | +25.6% |
| YTD | +70.6% | -69.3% | +139.8% | +70.7% |
| 1Y | +104.9% | +59.5% | +45.4% | +101.2% |
| 3Y | -2.3% | +216.8% | -219.1% | -5.0% |
| 5Y | -6.5% | +152.7% | -159.2% | -9.3% |
| 10Y | +153.3% | -68.2% | +221.5% | +142.0% |
| All | +1,079.7% | -99.1% | +1,178.8% | +1,032.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling