+152.3%
ACN vs CF
+479.1%
-326.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.8% | +4.8% | -8.6% | -4.7% |
| 30D | +16.5% | +4.7% | +11.8% | +15.4% |
| 3M | +41.5% | +7.4% | +34.0% | +39.1% |
| 6M | +60.1% | +0.6% | +59.5% | +58.9% |
| YTD | -3.9% | +64.1% | -68.1% | -15.1% |
| 1Y | +4.1% | +51.4% | -47.3% | -6.5% |
| 3Y | -15.9% | +67.8% | -83.7% | -27.5% |
| 5Y | -26.3% | +114.1% | -140.5% | -43.0% |
| All | +152.3% | +479.1% | -326.7% | +49.1% |
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