+1,138.6%
CNC vs ACM
+230.8%
+907.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | +3.5% | -3.7% | +7.3% | +4.8% |
| 30D | +0.1% | -11.1% | +11.2% | +3.2% |
| 3M | +6.9% | -8.0% | +14.9% | +8.7% |
| 6M | +49.0% | -29.7% | +78.7% | +64.1% |
| YTD | +62.9% | -29.4% | +92.3% | +78.3% |
| 1Y | +134.0% | -46.4% | +180.4% | +178.9% |
| 3Y | +9.4% | -22.3% | +31.8% | +13.3% |
| 5Y | +4.1% | +4.5% | -0.3% | -3.4% |
| 10Y | +95.4% | +127.6% | -32.2% | +33.7% |
| All | +1,138.6% | +230.8% | +907.8% | +600.1% |
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