+2,427.5%
ACN vs CI
+937.1%
+1,490.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.9% | -1.1% |
| 7D | +0.9% | -1.6% | +2.4% | +1.3% |
| 30D | +33.5% | +5.4% | +28.1% | +32.0% |
| 3M | +53.5% | +7.3% | +46.2% | +51.0% |
| 6M | +52.2% | +5.3% | +46.9% | +50.2% |
| YTD | -0.1% | +8.5% | -8.6% | -2.5% |
| 1Y | +11.0% | +17.1% | -6.1% | +6.4% |
| 3Y | -11.8% | +1.4% | -13.2% | -14.8% |
| 5Y | -22.8% | +50.5% | -73.3% | -33.1% |
| 10Y | +162.4% | +168.5% | -6.1% | +93.0% |
| All | +2,427.5% | +937.1% | +1,490.4% | +1,120.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling