+110.5%
CNC vs GAP
+10.4%
+100.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +8.0% | +4.6% | +12.1% |
| 7D | +13.4% | +8.0% | +5.4% | +12.8% |
| 30D | +18.2% | +2.7% | +15.5% | +17.8% |
| 3M | +18.6% | +16.0% | +2.6% | +17.8% |
| 6M | +41.9% | +2.0% | +39.9% | +41.4% |
| YTD | +84.7% | -4.4% | +89.1% | +82.9% |
| 1Y | +110.5% | +9.2% | +101.3% | +100.6% |
| All | +110.5% | +10.4% | +100.1% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling