I'd be concerned about it, not because I doubt the weapon or your capabilities with it, but because of the potential issues.
I believe it was as long as a year ago, but a man was shot and killed with a cap and ball revolved in the northeast (I want to say michigan or the like...I'll try to find the article!).
The media got ahold of the fact that they don't need to be registered, and it caused a stink for a short while.
Obviously it died down and disappeared, but with the current state of things, I'd be worried that if you were ever seen with it, or, God forbid, forced to use it, it would open the floodgates for more regulations regarding our beloved black powder firearms.