+4,577.2%
CNC vs GAP
+213.3%
+4,363.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +3.5% | -4.5% | +8.0% | +4.3% |
| 30D | +0.1% | +9.0% | -9.0% | -1.6% |
| 3M | +6.9% | +5.0% | +1.9% | +5.5% |
| 6M | +49.0% | -17.8% | +66.8% | +51.9% |
| YTD | +62.9% | -10.4% | +73.3% | +63.3% |
| 1Y | +134.0% | -3.4% | +137.4% | +130.2% |
| 3Y | +9.4% | +111.5% | -102.1% | -14.1% |
| 5Y | +4.1% | +8.8% | -4.7% | -11.6% |
| 10Y | +95.4% | +32.9% | +62.5% | +33.9% |
| All | +4,577.2% | +213.3% | +4,363.9% | +2,390.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling