-1.3%
CNC vs ACM
-19.8%
+18.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.6% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -1.8% | -12.9% | +11.1% | -0.2% |
| 3M | -0.7% | -6.4% | +5.7% | 0.0% |
| 6M | +47.9% | -29.2% | +77.2% | +56.3% |
| YTD | +56.9% | -29.9% | +86.9% | +65.6% |
| 1Y | +123.9% | -47.3% | +171.2% | +148.1% |
| 3Y | -1.3% | -19.6% | +18.4% | -1.0% |
| All | -1.3% | -19.8% | +18.5% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3y: compounded portfolio wealth divided by compounded ACM 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…
3y analysis · Full analysis span regression · 6 months rolling