-41.9%
ACN vs CAG
-36.6%
-5.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.9% |
| 7D | -4.8% | -5.3% | +0.5% | -4.0% |
| 30D | +1.9% | +1.0% | +0.9% | +1.7% |
| 3M | +3.9% | +17.4% | -13.5% | +1.8% |
| 6M | -15.0% | -16.8% | +1.8% | -14.1% |
| YTD | -31.9% | -6.8% | -25.1% | -32.2% |
| 1Y | -28.5% | -15.4% | -13.1% | -28.2% |
| 3Y | -41.9% | -37.1% | -4.8% | -40.7% |
| All | -41.9% | -36.6% | -5.3% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling