+94.9%
CNC vs GAP
-7.6%
+102.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.5% |
| 7D | -0.9% | -4.1% | +3.2% | -0.9% |
| 30D | -1.0% | +6.2% | -7.2% | -1.0% |
| 3M | +4.5% | -0.7% | +5.2% | +4.5% |
| 6M | +85.2% | -7.1% | +92.3% | +84.5% |
| YTD | +61.4% | -14.1% | +75.5% | +61.5% |
| 1Y | +94.9% | -8.5% | +103.4% | +96.8% |
| All | +94.9% | -7.6% | +102.5% | +96.8% |
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