+151.4%
ACN vs CAG
-35.6%
+187.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.3% |
| 7D | -4.0% | -1.8% | -2.3% | -3.6% |
| 30D | +19.0% | +9.7% | +9.3% | +16.6% |
| 3M | +42.2% | +0.5% | +41.7% | +41.8% |
| 6M | +50.1% | +8.9% | +41.2% | +47.0% |
| YTD | -2.7% | -8.4% | +5.6% | -1.8% |
| 1Y | +7.6% | -8.3% | +15.9% | +8.6% |
| 3Y | -15.9% | -36.1% | +20.2% | -9.4% |
| 5Y | -24.4% | -40.1% | +15.8% | -17.6% |
| 10Y | +151.4% | -36.9% | +188.3% | +156.6% |
| All | +151.4% | -35.6% | +187.0% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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