-24.4%
ACN vs CG
-16.4%
-8.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.6% | -8.9% | -4.7% |
| 7D | -2.5% | +3.0% | -5.6% | -3.8% |
| 30D | +22.6% | +10.1% | +12.5% | +18.2% |
| 3M | +45.9% | -10.8% | +56.8% | +51.3% |
| 6M | +43.8% | -15.2% | +59.0% | +51.2% |
| YTD | -2.5% | -26.9% | +24.4% | +7.7% |
| 1Y | +6.5% | -17.0% | +23.5% | +12.4% |
| 3Y | -14.2% | +54.6% | -68.8% | -33.7% |
| 5Y | -24.4% | -16.7% | -7.7% | -26.5% |
| All | -24.4% | -16.4% | -8.0% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling