+1,202.2%
CNC vs ACM
+250.9%
+951.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | -7.3% | +3.0% | -10.3% | -8.2% |
| 30D | +5.2% | +19.7% | -14.5% | -0.6% |
| 3M | +8.6% | +5.3% | +3.3% | +6.2% |
| 6M | +25.1% | -10.8% | +35.8% | +27.5% |
| YTD | +71.3% | -25.1% | +96.4% | +83.7% |
| 1Y | +99.3% | -45.8% | +145.1% | +136.7% |
| 3Y | -1.9% | -9.4% | +7.4% | -3.3% |
| 5Y | -6.4% | +4.8% | -11.2% | -13.1% |
| 10Y | +178.1% | +129.8% | +48.4% | +91.2% |
| All | +1,202.2% | +250.9% | +951.3% | +621.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling