+7.2%
CNC vs GAP
+5.2%
+2.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.6% |
| 7D | -4.9% | -3.2% | -1.7% | -4.7% |
| 30D | -3.8% | -0.7% | -3.1% | -3.8% |
| 3M | -3.2% | -0.5% | -2.8% | -3.3% |
| 6M | +47.9% | -5.0% | +52.9% | +47.7% |
| YTD | +55.7% | -14.7% | +70.3% | +56.2% |
| 1Y | +106.2% | -8.6% | +114.9% | +105.9% |
| 3Y | -2.1% | +108.4% | -110.4% | -9.6% |
| All | +7.2% | +5.2% | +2.0% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling