-8.3%
CNC vs AMC
-99.2%
+90.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.3% | -10.0% | -1.8% |
| 7D | +3.0% | +6.6% | -3.6% | +3.0% |
| 30D | +4.9% | +14.1% | -9.2% | +4.8% |
| 3M | +4.2% | +31.3% | -27.1% | +4.1% |
| 6M | +22.5% | +126.7% | -104.2% | +22.2% |
| YTD | +66.6% | +117.9% | -51.4% | +66.0% |
| 1Y | +82.5% | +41.1% | +41.4% | +82.1% |
| 3Y | -4.1% | -61.0% | +56.9% | -3.6% |
| 5Y | -8.3% | -99.1% | +90.8% | -0.6% |
| All | -8.3% | -99.2% | +90.9% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling