-40.6%
ACN vs CI
+42.7%
-83.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.1% |
| 7D | -1.5% | +1.3% | -2.8% | -1.7% |
| 30D | +9.4% | +4.4% | +4.9% | +8.6% |
| 3M | +5.6% | +0.7% | +5.0% | +5.5% |
| 6M | -9.3% | +0.3% | -9.6% | -9.5% |
| YTD | -29.0% | +3.8% | -32.8% | -29.6% |
| 1Y | -24.7% | -5.5% | -19.2% | -24.5% |
| 3Y | -39.8% | +8.1% | -47.9% | -42.6% |
| All | -40.6% | +42.7% | -83.3% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling