+156.5%
ACN vs CF
+561.7%
-405.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -1.9% |
| 7D | +0.9% | -3.2% | +4.0% | +1.4% |
| 30D | +33.5% | +4.3% | +29.2% | +32.3% |
| 3M | +53.5% | +2.8% | +50.7% | +52.1% |
| 6M | +52.2% | +0.6% | +51.6% | +50.9% |
| YTD | -0.1% | +56.6% | -56.7% | -10.8% |
| 1Y | +11.0% | +49.6% | -38.6% | +0.1% |
| 3Y | -11.8% | +61.5% | -73.3% | -23.3% |
| 5Y | -22.8% | +124.0% | -146.8% | -41.0% |
| All | +156.5% | +561.7% | -405.3% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling