-21.4%
ACN vs CF
+125.5%
-146.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.8% | -0.3% |
| 7D | +7.3% | +0.4% | +6.9% | +7.2% |
| 30D | +38.2% | +2.2% | +36.0% | +37.8% |
| 3M | +56.6% | +2.1% | +54.4% | +55.9% |
| 6M | +51.1% | -6.5% | +57.6% | +51.5% |
| YTD | +1.7% | +55.6% | -53.9% | -4.9% |
| 1Y | +10.1% | +42.3% | -32.2% | +4.1% |
| 3Y | -10.3% | +55.7% | -66.1% | -17.1% |
| 5Y | -21.4% | +122.4% | -143.9% | -33.5% |
| All | -21.4% | +125.5% | -146.9% | -33.5% |
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