+602.2%
CNC vs AMCR
+97.2%
+505.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.3% |
| 7D | -4.9% | -6.3% | +1.4% | -3.7% |
| 30D | -3.8% | -7.1% | +3.4% | -2.4% |
| 3M | -3.2% | +12.7% | -15.9% | -5.7% |
| 6M | +47.9% | +5.2% | +42.7% | +45.5% |
| YTD | +55.7% | +8.1% | +47.6% | +51.9% |
| 1Y | +106.2% | +11.7% | +94.5% | +99.4% |
| 3Y | -2.1% | +9.9% | -12.0% | -6.3% |
| 5Y | +3.4% | -8.7% | +12.0% | +2.6% |
| 10Y | +91.7% | +16.8% | +74.8% | +72.0% |
| All | +602.2% | +97.2% | +505.0% | +502.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling