-44.0%
ACI vs CPB
-38.1%
-5.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.5% |
| 7D | -5.0% | -8.0% | +2.9% | -3.1% |
| 30D | -2.3% | -2.4% | +0.1% | -1.9% |
| 3M | -23.2% | +0.5% | -23.7% | -23.5% |
| 6M | -29.5% | -10.5% | -19.0% | -27.8% |
| YTD | -28.6% | -17.5% | -11.1% | -25.5% |
| 1Y | -34.0% | -31.0% | -3.0% | -28.2% |
| 3Y | -45.0% | -40.6% | -4.3% | -39.4% |
| 5Y | -44.0% | -37.7% | -6.3% | -42.9% |
| All | -44.0% | -38.1% | -5.9% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling