-22.6%
ACN vs CAG
-39.8%
+17.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +1.6% | +6.6% | -5.1% | +0.1% |
| 30D | +24.6% | +13.9% | +10.7% | +21.3% |
| 3M | +46.2% | +4.0% | +42.2% | +44.7% |
| 6M | +46.2% | +10.0% | +36.2% | +43.0% |
| YTD | -0.9% | -6.1% | +5.3% | -1.0% |
| 1Y | +8.8% | -4.3% | +13.1% | +8.2% |
| 3Y | -14.3% | -34.6% | +20.3% | -10.3% |
| 5Y | -22.6% | -39.4% | +16.8% | -17.7% |
| All | -22.6% | -39.8% | +17.1% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling