+151.4%
ACN vs CFG
+224.4%
-73.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -2.1% |
| 7D | -4.0% | -0.8% | -3.2% | -3.8% |
| 30D | +19.0% | +3.1% | +15.9% | +17.8% |
| 3M | +42.2% | -9.7% | +51.9% | +46.5% |
| 6M | +50.1% | +6.7% | +43.4% | +46.5% |
| YTD | -2.7% | +15.2% | -17.9% | -7.7% |
| 1Y | +7.6% | +28.8% | -21.2% | -1.5% |
| 3Y | -15.9% | +190.1% | -205.9% | -42.1% |
| 5Y | -24.4% | +63.4% | -87.8% | -38.9% |
| 10Y | +151.4% | +219.8% | -68.4% | +61.5% |
| All | +151.4% | +224.4% | -73.1% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling