+4,577.2%
CNC vs AME
+6,108.0%
-1,530.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.1% |
| 7D | +3.5% | +0.6% | +2.9% | +3.2% |
| 30D | +0.1% | -6.7% | +6.8% | +3.3% |
| 3M | +6.9% | +4.1% | +2.8% | +4.5% |
| 6M | +49.0% | +1.6% | +47.4% | +46.4% |
| YTD | +62.9% | +16.1% | +46.8% | +50.0% |
| 1Y | +134.0% | +27.3% | +106.7% | +105.1% |
| 3Y | +9.4% | +50.9% | -41.4% | -13.8% |
| 5Y | +4.1% | +81.4% | -77.2% | -26.3% |
| 10Y | +95.4% | +417.0% | -321.6% | -17.9% |
| All | +4,577.2% | +6,108.0% | -1,530.8% | +648.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling