+21.2%
CNC vs AME
+4.4%
+16.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.5% |
| 7D | +2.2% | +5.9% | -3.7% | +3.8% |
| 30D | +1.6% | -1.9% | +3.5% | +1.4% |
| 3M | +7.9% | -5.4% | +13.3% | +7.4% |
| 6M | +21.2% | +4.9% | +16.3% | +24.8% |
| All | +21.2% | +4.4% | +16.8% | +24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling