+2.8%
CNC vs AMC
-99.5%
+102.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.3% | -3.7% |
| 7D | -1.0% | -0.8% | -0.2% | -1.0% |
| 30D | -1.8% | -1.2% | -0.7% | -1.8% |
| 3M | -0.7% | +42.2% | -42.9% | -0.9% |
| 6M | +47.9% | +118.8% | -70.9% | +47.5% |
| YTD | +56.9% | +64.1% | -7.2% | +56.5% |
| 1Y | +123.9% | -9.5% | +133.5% | +123.7% |
| 3Y | -1.3% | -64.3% | +63.1% | -1.0% |
| 5Y | +2.8% | -99.5% | +102.2% | +9.0% |
| All | +2.8% | -99.5% | +102.2% | +9.0% |
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 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