+981.1%
ACN vs CF
+5,948.3%
-4,967.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.7% |
| 7D | -1.5% | +6.0% | -7.5% | -2.6% |
| 30D | +9.4% | +14.8% | -5.5% | +6.4% |
| 3M | +5.6% | +14.1% | -8.4% | +2.8% |
| 6M | -9.3% | +28.5% | -37.8% | -14.8% |
| YTD | -29.0% | +74.9% | -103.9% | -37.4% |
| 1Y | -24.7% | +61.7% | -86.3% | -32.7% |
| 3Y | -39.8% | +80.3% | -120.2% | -48.3% |
| 5Y | -40.9% | +226.0% | -266.9% | -56.7% |
| 10Y | +91.1% | +569.9% | -478.7% | +14.5% |
| All | +981.1% | +5,948.3% | -4,967.3% | +268.7% |
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 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