+2,427.5%
ACN vs CB
+1,654.1%
+773.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.0% |
| 7D | +0.9% | +0.2% | +0.6% | +0.8% |
| 30D | +33.5% | +9.1% | +24.5% | +29.1% |
| 3M | +53.5% | +3.4% | +50.0% | +51.6% |
| 6M | +52.2% | +14.1% | +38.1% | +44.7% |
| YTD | -0.1% | +18.0% | -18.1% | -6.7% |
| 1Y | +11.0% | +30.1% | -19.1% | -0.4% |
| 3Y | -11.8% | +71.8% | -83.6% | -30.2% |
| 5Y | -22.8% | +101.8% | -124.6% | -43.3% |
| 10Y | +162.4% | +252.1% | -89.7% | +49.6% |
| All | +2,427.5% | +1,654.1% | +773.4% | +554.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling