+50.2%
ACN vs CI
+3.3%
+46.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -0.7% |
| 7D | -5.7% | -1.7% | -4.0% | -5.0% |
| 30D | +17.0% | +4.9% | +12.2% | +16.0% |
| 3M | +39.9% | +7.4% | +32.5% | +38.4% |
| 6M | +50.2% | +0.4% | +49.8% | +46.7% |
| All | +50.2% | +3.3% | +46.9% | +46.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling