+1,697.2%
ACN vs CAG
+138.5%
+1,558.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -1.5% | -3.8% | +2.3% | -0.5% |
| 30D | +9.4% | +3.1% | +6.2% | +8.3% |
| 3M | +5.6% | +23.5% | -17.8% | -0.5% |
| 6M | -9.3% | -14.8% | +5.6% | -5.5% |
| YTD | -29.0% | -5.4% | -23.5% | -28.6% |
| 1Y | -24.7% | -11.8% | -12.9% | -22.8% |
| 3Y | -39.8% | -36.7% | -3.2% | -33.4% |
| 5Y | -40.9% | -40.3% | -0.7% | -34.1% |
| 10Y | +91.1% | -37.0% | +128.1% | +98.8% |
| All | +1,697.2% | +138.5% | +1,558.8% | +1,022.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling