+1,442.3%
ACN vs CF
+4,965.4%
-3,523.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.4% | +8.2% | +4.6% |
| 7D | +8.6% | -6.9% | +15.4% | +10.0% |
| 30D | +36.6% | -3.7% | +40.3% | +37.4% |
| 3M | +56.3% | -5.0% | +61.3% | +57.2% |
| 6M | +49.7% | -10.5% | +60.1% | +51.7% |
| YTD | +1.3% | +46.5% | -45.2% | -7.9% |
| 1Y | +11.9% | +34.8% | -22.9% | +3.4% |
| 3Y | -10.6% | +46.7% | -57.3% | -20.2% |
| 5Y | -21.3% | +112.0% | -133.3% | -37.1% |
| 10Y | +166.2% | +529.7% | -363.5% | +61.4% |
| All | +1,442.3% | +4,965.4% | -3,523.1% | +442.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling