+369.5%
CNC vs AMC
-98.1%
+467.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.8% | -1.5% |
| 7D | +3.5% | +2.3% | +1.2% | +3.5% |
| 30D | +0.1% | -0.7% | +0.8% | +0.1% |
| 3M | +6.9% | +35.2% | -28.3% | +6.4% |
| 6M | +49.0% | +124.6% | -75.6% | +47.5% |
| YTD | +62.9% | +69.9% | -7.0% | +61.6% |
| 1Y | +134.0% | -2.6% | +136.6% | +133.3% |
| 3Y | +9.4% | -79.8% | +89.2% | +10.0% |
| 5Y | +4.1% | -99.4% | +103.5% | +7.6% |
| 10Y | +95.4% | -98.9% | +194.3% | +101.3% |
| All | +369.5% | -98.1% | +467.6% | +366.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling