-23.7%
ACI vs CPB
-22.0%
-1.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -3.9% | -1.8% |
| 7D | +2.3% | -1.6% | +3.8% | +2.8% |
| 30D | +1.2% | +19.2% | -18.0% | -4.2% |
| 3M | +6.8% | -0.9% | +7.7% | +6.4% |
| 6M | -18.7% | +15.2% | -34.0% | -22.7% |
| YTD | -20.2% | -13.1% | -7.1% | -18.0% |
| 1Y | -23.7% | -22.4% | -1.3% | -20.9% |
| All | -23.7% | -22.0% | -1.7% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling