-41.1%
ACN vs CARR
+8.3%
-49.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +1.9% | +3.0% |
| 7D | -1.5% | -3.8% | +2.3% | -0.4% |
| 30D | +2.1% | -8.9% | +11.0% | +4.8% |
| 3M | +11.1% | -17.3% | +28.4% | +16.0% |
| 6M | -6.8% | -1.4% | -5.5% | -10.1% |
| YTD | -30.0% | +10.0% | -40.0% | -35.6% |
| 1Y | -23.1% | -6.4% | -16.8% | -24.8% |
| 3Y | -40.4% | +1.5% | -41.9% | -46.8% |
| All | -41.1% | +8.3% | -49.5% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling