+1,026.7%
CNC vs CAPR
-99.1%
+1,125.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.4% |
| 7D | +3.5% | -2.0% | +5.5% | +3.5% |
| 30D | +0.1% | +139.2% | -139.1% | -0.4% |
| 3M | +6.9% | -66.4% | +73.3% | +7.1% |
| 6M | +49.0% | -63.1% | +112.1% | +49.1% |
| YTD | +62.9% | -67.4% | +130.3% | +63.1% |
| 1Y | +134.0% | +58.2% | +75.7% | +129.8% |
| 3Y | +9.4% | +42.2% | -32.8% | +6.8% |
| 5Y | +4.1% | +87.3% | -83.1% | +1.2% |
| 10Y | +95.4% | -75.3% | +170.7% | +86.9% |
| All | +1,026.7% | -99.1% | +1,125.8% | +982.1% |
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