+22.2%
ACI vs CPB
-44.6%
+66.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.0% | -3.8% |
| 7D | -2.6% | -8.2% | +5.7% | 0.0% |
| 30D | +1.1% | -5.6% | +6.7% | +2.7% |
| 3M | -23.6% | +3.0% | -26.6% | -24.7% |
| 6M | -29.9% | -12.7% | -17.2% | -27.3% |
| YTD | -26.9% | -18.0% | -8.9% | -22.7% |
| 1Y | -34.2% | -31.7% | -2.5% | -26.4% |
| 3Y | -43.6% | -41.0% | -2.7% | -36.0% |
| 5Y | -42.4% | -38.4% | -4.0% | -38.6% |
| All | +22.2% | -44.6% | +66.7% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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