+1,697.2%
ACN vs CI
+892.5%
+804.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.0% |
| 7D | -1.5% | +1.3% | -2.8% | -1.8% |
| 30D | +9.4% | +4.4% | +4.9% | +8.2% |
| 3M | +5.6% | +0.7% | +5.0% | +5.5% |
| 6M | -9.3% | +0.3% | -9.6% | -9.7% |
| YTD | -29.0% | +3.8% | -32.8% | -30.0% |
| 1Y | -24.7% | -5.5% | -19.2% | -24.6% |
| 3Y | -39.8% | +8.1% | -47.9% | -42.9% |
| 5Y | -40.9% | +42.8% | -83.7% | -48.3% |
| 10Y | +91.1% | +143.9% | -52.8% | +43.4% |
| All | +1,697.2% | +892.5% | +804.7% | +776.3% |
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