-39.9%
ACN vs CG
+60.2%
-100.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.9% |
| 7D | -1.5% | -4.3% | +2.8% | -0.3% |
| 30D | +9.4% | -5.1% | +14.4% | +10.8% |
| 3M | +5.6% | +8.7% | -3.0% | +3.0% |
| 6M | -9.3% | -9.2% | 0.0% | -7.4% |
| YTD | -29.0% | -18.9% | -10.1% | -25.3% |
| 1Y | -24.7% | -25.6% | +1.0% | -19.5% |
| All | -39.9% | +60.2% | -100.1% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling