+152.3%
ACN vs CAG
-37.3%
+189.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -3.8% | -3.3% | -0.5% | -3.1% |
| 30D | +16.5% | +7.7% | +8.9% | +14.6% |
| 3M | +41.5% | -3.2% | +44.6% | +42.3% |
| 6M | +60.1% | +7.0% | +53.1% | +57.3% |
| YTD | -3.9% | -9.0% | +5.0% | -2.9% |
| 1Y | +4.1% | -9.6% | +13.7% | +5.4% |
| 3Y | -15.9% | -36.0% | +20.1% | -9.4% |
| 5Y | -26.3% | -40.9% | +14.5% | -19.5% |
| All | +152.3% | -37.3% | +189.6% | +158.5% |
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