+88.5%
ACN vs CAG
-35.6%
+124.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -6.3% | -6.6% | +0.3% | -4.9% |
| 30D | -1.4% | +2.3% | -3.7% | -1.9% |
| 3M | +2.6% | +16.3% | -13.7% | -0.8% |
| 6M | -14.3% | -16.0% | +1.7% | -11.3% |
| YTD | -33.1% | -7.7% | -25.4% | -32.5% |
| 1Y | -28.8% | -16.0% | -12.8% | -26.7% |
| 3Y | -43.0% | -37.7% | -5.2% | -38.1% |
| 5Y | -44.0% | -41.2% | -2.8% | -38.7% |
| 10Y | +88.5% | -33.8% | +122.3% | +85.9% |
| All | +88.5% | -35.6% | +124.1% | +85.9% |
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