+2,325.1%
ACN vs CI
+946.6%
+1,378.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.1% |
| 7D | -5.7% | -1.7% | -4.0% | -5.3% |
| 30D | +17.0% | +4.9% | +12.2% | +15.8% |
| 3M | +39.9% | +7.4% | +32.5% | +37.6% |
| 6M | +50.2% | +0.4% | +49.8% | +49.9% |
| YTD | -4.2% | +9.5% | -13.6% | -6.7% |
| 1Y | +4.3% | +12.0% | -7.7% | +1.0% |
| 3Y | -17.1% | +7.1% | -24.2% | -21.0% |
| 5Y | -26.5% | +49.3% | -75.8% | -36.2% |
| 10Y | +147.7% | +146.6% | +1.1% | +85.7% |
| All | +2,325.1% | +946.6% | +1,378.6% | +1,068.3% |
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