-24.7%
ACN vs CEG
-3.0%
-21.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.9% | -8.2% | -2.6% |
| 7D | -1.5% | +8.0% | -9.5% | -0.4% |
| 30D | +9.4% | +12.9% | -3.6% | +11.2% |
| 3M | +5.6% | +13.2% | -7.5% | +7.8% |
| 6M | -9.3% | -7.0% | -2.3% | -8.4% |
| YTD | -29.0% | -15.0% | -14.0% | -29.1% |
| 1Y | -24.7% | -2.7% | -21.9% | -23.8% |
| All | -24.7% | -3.0% | -21.6% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling