+28.8%
ACN vs CARR
+421.5%
-392.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +1.9% | +3.0% |
| 7D | -1.5% | -3.8% | +2.3% | -0.6% |
| 30D | +2.1% | -8.9% | +11.0% | +4.3% |
| 3M | +11.1% | -17.3% | +28.4% | +15.1% |
| 6M | -6.8% | -1.4% | -5.5% | -9.0% |
| YTD | -30.0% | +10.0% | -40.0% | -33.9% |
| 1Y | -23.1% | -6.4% | -16.8% | -24.1% |
| 3Y | -40.4% | +1.5% | -41.9% | -44.0% |
| 5Y | -41.6% | +9.3% | -50.9% | -48.6% |
| All | +28.8% | +421.5% | -392.7% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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