-15.9%
ACN vs CFG
+191.5%
-207.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -3.8% | +3.2% | -7.0% | -4.7% |
| 30D | +16.5% | +5.1% | +11.4% | +15.0% |
| 3M | +41.5% | -11.2% | +52.7% | +45.7% |
| 6M | +60.1% | +9.6% | +50.5% | +55.6% |
| YTD | -3.9% | +15.0% | -18.9% | -8.0% |
| 1Y | +4.1% | +29.9% | -25.8% | -3.5% |
| 3Y | -15.9% | +192.1% | -207.9% | -31.0% |
| All | -15.9% | +191.5% | -207.4% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling