+4.3%
ACN vs CFG
+27.4%
-23.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -5.7% | +1.6% | -7.3% | -6.2% |
| 30D | +17.0% | +3.3% | +13.8% | +15.9% |
| 3M | +39.9% | -11.5% | +51.4% | +44.4% |
| 6M | +50.2% | +6.2% | +44.0% | +46.4% |
| YTD | -4.2% | +14.3% | -18.4% | -9.4% |
| 1Y | +4.3% | +26.7% | -22.4% | -7.2% |
| All | +4.3% | +27.4% | -23.1% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling