-11.8%
ACN vs CFG
+168.6%
-180.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.5% |
| 7D | +0.9% | -0.9% | +1.8% | +1.1% |
| 30D | +33.5% | +1.1% | +32.5% | +33.2% |
| 3M | +53.5% | -12.0% | +65.5% | +58.4% |
| 6M | +52.2% | -2.2% | +54.5% | +52.6% |
| YTD | -0.1% | +11.4% | -11.5% | -3.5% |
| 1Y | +11.0% | +27.8% | -16.8% | +3.4% |
| 3Y | -11.8% | +173.3% | -185.1% | -27.7% |
| All | -11.8% | +168.6% | -180.4% | -27.7% |
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