-24.4%
ACN vs CF
+112.3%
-136.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -2.5% | -0.9% | -1.6% | -2.5% |
| 30D | +22.6% | +6.9% | +15.7% | +21.8% |
| 3M | +45.9% | +4.8% | +41.1% | +44.9% |
| 6M | +43.8% | +4.7% | +39.2% | +42.6% |
| YTD | -2.5% | +56.5% | -58.9% | -8.8% |
| 1Y | +6.5% | +48.4% | -41.9% | +0.2% |
| 3Y | -14.2% | +59.1% | -73.3% | -20.9% |
| 5Y | -24.4% | +109.5% | -134.0% | -36.0% |
| All | -24.4% | +112.3% | -136.7% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling