-17.5%
ACN vs CEG
+583.3%
-600.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -2.0% |
| 7D | +0.9% | -4.7% | +5.6% | +1.1% |
| 30D | +33.5% | -16.6% | +50.1% | +34.9% |
| 3M | +53.5% | -4.1% | +57.6% | +53.1% |
| 6M | +52.2% | -22.3% | +74.6% | +54.4% |
| YTD | -0.1% | -28.9% | +28.8% | +1.8% |
| 1Y | +11.0% | -28.5% | +39.5% | +12.8% |
| 3Y | -11.8% | +104.3% | -116.1% | -31.5% |
| All | -17.5% | +583.3% | -600.8% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling