+3.4%
CNC vs ACM
+2.7%
+0.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.1% |
| 7D | -4.9% | -3.7% | -1.2% | -4.1% |
| 30D | -3.8% | -12.7% | +8.9% | -1.0% |
| 3M | -3.2% | -9.8% | +6.5% | -1.5% |
| 6M | +47.9% | -31.4% | +79.3% | +61.7% |
| YTD | +55.7% | -32.1% | +87.8% | +69.9% |
| 1Y | +106.2% | -47.8% | +154.1% | +142.5% |
| 3Y | -2.1% | -22.1% | +20.0% | -1.4% |
| 5Y | +3.4% | +1.8% | +1.6% | -7.5% |
| All | +3.4% | +2.7% | +0.6% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling