+0.9%
CNC vs AMC
-67.9%
+68.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.8% | -1.4% |
| 7D | +3.5% | +2.3% | +1.2% | +3.6% |
| 30D | +0.1% | -0.7% | +0.8% | +0.1% |
| 3M | +6.9% | +35.2% | -28.3% | +7.3% |
| 6M | +49.0% | +124.6% | -75.6% | +50.4% |
| YTD | +62.9% | +69.9% | -7.0% | +63.9% |
| 1Y | +134.0% | -2.6% | +136.6% | +134.2% |
| All | +0.9% | -67.9% | +68.8% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling