-40.4%
ACN vs CAI
-11.0%
-29.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -7.9% | -5.1% | -2.8% | -7.3% |
| 30D | -1.1% | +3.9% | -5.0% | -1.7% |
| 3M | +5.6% | +40.1% | -34.5% | +1.0% |
| 6M | -9.9% | +29.7% | -39.6% | -13.8% |
| YTD | -32.3% | -10.9% | -21.4% | -33.1% |
| 1Y | -25.3% | -28.0% | +2.7% | -25.1% |
| All | -40.4% | -11.0% | -29.5% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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