+106.2%
CNC vs AMC
-12.8%
+119.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.8% |
| 7D | -4.9% | -6.8% | +1.9% | -4.9% |
| 30D | -3.8% | +1.7% | -5.4% | -3.7% |
| 3M | -3.2% | +26.8% | -30.1% | -3.2% |
| 6M | +47.9% | +117.7% | -69.8% | +47.2% |
| YTD | +55.7% | +57.7% | -2.0% | +54.5% |
| 1Y | +106.2% | -12.5% | +118.7% | +106.3% |
| All | +106.2% | -12.8% | +119.0% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling