+95.2%
CNC vs AME
+445.1%
-349.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | 0.0% |
| 7D | -0.9% | +1.7% | -2.7% | -1.8% |
| 30D | -1.0% | -6.4% | +5.5% | +2.2% |
| 3M | +4.5% | +7.1% | -2.6% | +0.7% |
| 6M | +85.2% | +8.2% | +77.1% | +76.3% |
| YTD | +61.4% | +18.2% | +43.2% | +46.5% |
| 1Y | +94.9% | +26.7% | +68.1% | +69.6% |
| 3Y | 0.0% | +60.7% | -60.7% | -25.9% |
| 5Y | +11.2% | +91.6% | -80.4% | -27.6% |
| All | +95.2% | +445.1% | -349.8% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling