-28.8%
ACN vs CEG
-1.7%
-27.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -2.0% |
| 7D | -6.3% | +1.3% | -7.7% | -6.1% |
| 30D | -1.4% | +8.8% | -10.2% | -0.2% |
| 3M | +2.6% | +17.0% | -14.4% | +4.8% |
| 6M | -14.3% | -8.7% | -5.6% | -13.7% |
| YTD | -33.1% | -16.4% | -16.7% | -33.4% |
| 1Y | -28.8% | -1.8% | -27.0% | -28.0% |
| All | -28.8% | -1.7% | -27.1% | -28.0% |
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