+95.2%
CNC vs GAP
+31.2%
+64.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.2% |
| 7D | -0.9% | -4.1% | +3.2% | -0.5% |
| 30D | -1.0% | +6.2% | -7.2% | -1.8% |
| 3M | +4.5% | -0.7% | +5.2% | +4.3% |
| 6M | +85.2% | -7.1% | +92.3% | +85.3% |
| YTD | +61.4% | -14.1% | +75.5% | +62.5% |
| 1Y | +94.9% | -8.5% | +103.4% | +94.0% |
| 3Y | 0.0% | +115.4% | -115.4% | -15.8% |
| 5Y | +11.2% | +9.8% | +1.4% | 0.0% |
| All | +95.2% | +31.2% | +64.0% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling