+88.7%
ACN vs CFG
+313.6%
-224.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.8% |
| 7D | -4.8% | +2.7% | -7.5% | -5.6% |
| 30D | +1.9% | -3.7% | +5.6% | +3.0% |
| 3M | +3.9% | +9.5% | -5.6% | +0.7% |
| 6M | -15.0% | +22.2% | -37.3% | -20.6% |
| YTD | -31.9% | +22.3% | -54.2% | -36.5% |
| 1Y | -28.5% | +39.4% | -68.0% | -36.1% |
| 3Y | -41.9% | +188.5% | -230.4% | -59.9% |
| 5Y | -42.9% | +101.5% | -144.4% | -56.9% |
| 10Y | +88.7% | +308.6% | -219.9% | +13.6% |
| All | +88.7% | +313.6% | -224.9% | +13.6% |
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