+1,697.2%
ACN vs CB
+1,536.5%
+160.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.5% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | +9.4% | -3.1% | +12.5% | +10.7% |
| 3M | +5.6% | +9.0% | -3.3% | +2.1% |
| 6M | -9.3% | +2.9% | -12.1% | -10.3% |
| YTD | -29.0% | +10.1% | -39.1% | -31.9% |
| 1Y | -24.7% | +22.8% | -47.4% | -31.0% |
| 3Y | -39.8% | +73.8% | -113.6% | -52.8% |
| 5Y | -40.9% | +99.2% | -140.1% | -56.5% |
| 10Y | +91.1% | +218.2% | -127.1% | +13.1% |
| All | +1,697.2% | +1,536.5% | +160.7% | +377.2% |
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