-27.5%
ACN vs CI
-6.8%
-20.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.9% |
| 7D | -4.8% | -2.0% | -2.8% | -4.6% |
| 30D | +1.9% | -1.8% | +3.7% | +2.1% |
| 3M | +3.9% | -4.2% | +8.1% | +4.2% |
| 6M | -15.0% | +2.7% | -17.7% | -15.2% |
| YTD | -31.9% | +1.9% | -33.8% | -32.0% |
| All | -27.5% | -6.8% | -20.7% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling