+1,665.8%
AMAT vs CNC
+93.1%
+1,572.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.7% | +7.6% | +4.7% |
| 7D | +7.0% | -1.0% | +8.0% | +7.1% |
| 30D | -12.2% | -1.8% | -10.4% | -12.1% |
| 3M | -3.8% | -0.7% | -3.1% | -4.3% |
| 6M | +45.9% | +47.9% | -2.0% | +31.1% |
| YTD | +84.6% | +56.9% | +27.7% | +62.9% |
| 1Y | +193.4% | +123.9% | +69.4% | +135.2% |
| 3Y | +228.1% | -1.3% | +229.3% | +203.6% |
| 5Y | +268.9% | +2.8% | +266.2% | +226.2% |
| 10Y | +1,665.8% | +90.9% | +1,574.9% | +1,232.8% |
| All | +1,665.8% | +93.1% | +1,572.6% | +1,232.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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