+277.4%
ACN vs CG
+351.2%
-73.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.8% |
| 7D | -1.5% | -4.3% | +2.8% | -0.1% |
| 30D | +9.4% | -5.1% | +14.4% | +11.0% |
| 3M | +5.6% | +8.7% | -3.0% | +2.4% |
| 6M | -9.3% | -9.2% | 0.0% | -7.1% |
| YTD | -29.0% | -18.9% | -10.1% | -24.6% |
| 1Y | -24.7% | -25.6% | +1.0% | -18.2% |
| 3Y | -39.8% | +57.3% | -97.1% | -51.0% |
| 5Y | -40.9% | +10.2% | -51.1% | -47.8% |
| 10Y | +91.1% | +364.2% | -273.1% | +13.5% |
| All | +277.4% | +351.2% | -73.8% | +112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling