-42.9%
ACN vs CG
+9.5%
-52.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.4% |
| 7D | -4.8% | -1.3% | -3.5% | -4.4% |
| 30D | +1.9% | -3.2% | +5.0% | +2.9% |
| 3M | +3.9% | +6.2% | -2.3% | +1.2% |
| 6M | -15.0% | -4.7% | -10.3% | -14.2% |
| YTD | -31.9% | -20.6% | -11.3% | -26.7% |
| 1Y | -28.5% | -26.4% | -2.1% | -21.5% |
| 3Y | -41.9% | +55.4% | -97.3% | -54.8% |
| 5Y | -42.9% | +9.8% | -52.7% | -50.6% |
| All | -42.9% | +9.5% | -52.3% | -50.6% |
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