+5.6%
CNC vs AMCR
-12.3%
+17.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +1.8% |
| 7D | -0.9% | -6.3% | +5.3% | +0.1% |
| 30D | -1.0% | -7.8% | +6.8% | +0.3% |
| 3M | +4.5% | +7.5% | -3.0% | +3.1% |
| 6M | +85.2% | +2.7% | +82.5% | +83.8% |
| YTD | +61.4% | +6.0% | +55.4% | +58.5% |
| 1Y | +94.9% | +7.8% | +87.1% | +90.2% |
| 3Y | 0.0% | +5.8% | -5.8% | -4.1% |
| All | +5.6% | -12.3% | +17.9% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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