-14.8%
ACN vs CB
+71.6%
-86.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -4.0% | -1.0% | -3.0% | -3.6% |
| 30D | +19.0% | +7.3% | +11.7% | +16.0% |
| 3M | +42.2% | +7.0% | +35.2% | +38.6% |
| 6M | +50.1% | +16.3% | +33.8% | +43.7% |
| YTD | -2.7% | +19.7% | -22.5% | -7.8% |
| 1Y | +7.6% | +27.8% | -20.2% | +0.2% |
| All | -14.8% | +71.6% | -86.4% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 3y: compounded portfolio wealth divided by compounded CB 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…
3y analysis · Full analysis span regression · 6 months rolling