+24.6%
ACN vs CARR
+414.1%
-389.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.7% |
| 7D | -7.9% | -4.1% | -3.7% | -7.0% |
| 30D | -1.1% | -11.0% | +9.9% | +1.6% |
| 3M | +5.6% | -16.4% | +22.0% | +9.0% |
| 6M | -9.9% | -2.4% | -7.6% | -11.8% |
| YTD | -32.3% | +8.4% | -40.7% | -35.9% |
| 1Y | -25.3% | -8.0% | -17.3% | -26.0% |
| 3Y | -42.3% | +0.6% | -42.8% | -45.6% |
| 5Y | -43.5% | +7.7% | -51.2% | -50.1% |
| All | +24.6% | +414.1% | -389.5% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling