+88.5%
ACN vs CG
+324.5%
-235.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.4% |
| 7D | -6.3% | -6.4% | +0.1% | -4.0% |
| 30D | -1.4% | -7.1% | +5.7% | +1.1% |
| 3M | +2.6% | -1.6% | +4.1% | +2.7% |
| 6M | -14.3% | -8.3% | -6.0% | -12.3% |
| YTD | -33.1% | -23.8% | -9.3% | -26.9% |
| 1Y | -28.8% | -28.7% | -0.1% | -20.8% |
| 3Y | -43.0% | +49.2% | -92.1% | -54.4% |
| 5Y | -44.0% | +5.5% | -49.5% | -50.8% |
| 10Y | +88.5% | +331.2% | -242.7% | +9.3% |
| All | +88.5% | +324.5% | -235.9% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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