+20.9%
CNC vs AMRZ
-17.3%
+38.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.3% | +0.6% | -3.1% |
| 7D | -1.0% | -2.0% | +1.0% | -0.7% |
| 30D | -1.8% | -9.8% | +8.0% | -0.5% |
| 3M | -0.7% | -17.2% | +16.5% | +1.3% |
| 6M | +47.9% | -26.9% | +74.9% | +54.7% |
| YTD | +56.9% | -21.5% | +78.4% | +58.0% |
| 1Y | +123.9% | -22.9% | +146.8% | +123.0% |
| All | +20.9% | -17.3% | +38.2% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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