+7.2%
CNC vs AME
+84.2%
-76.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -4.9% | +1.3% | -6.2% | -5.2% |
| 30D | -3.8% | -6.6% | +2.8% | -2.1% |
| 3M | -3.2% | +3.0% | -6.2% | -4.2% |
| 6M | +47.9% | +5.3% | +42.6% | +45.0% |
| YTD | +55.7% | +15.4% | +40.2% | +48.6% |
| 1Y | +106.2% | +26.8% | +79.4% | +91.2% |
| 3Y | -2.1% | +56.5% | -58.6% | -17.4% |
| All | +7.2% | +84.2% | -76.9% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling