+1,447.5%
ACN vs CF
+5,277.9%
-3,830.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.8% | -0.8% |
| 7D | +7.3% | +0.4% | +6.9% | +7.1% |
| 30D | +38.2% | +2.2% | +36.0% | +37.5% |
| 3M | +56.6% | +2.1% | +54.4% | +55.3% |
| 6M | +51.1% | -6.5% | +57.6% | +51.9% |
| YTD | +1.7% | +55.6% | -53.9% | -8.6% |
| 1Y | +10.1% | +42.3% | -32.2% | +0.6% |
| 3Y | -10.3% | +55.7% | -66.1% | -20.8% |
| 5Y | -21.4% | +122.4% | -143.9% | -37.8% |
| 10Y | +167.1% | +568.5% | -401.4% | +60.1% |
| All | +1,447.5% | +5,277.9% | -3,830.4% | +438.3% |
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