+11.9%
ACN vs CMI
+10.9%
+1.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.8% | +9.6% | +1.6% |
| 7D | +8.6% | -11.2% | +19.8% | +4.1% |
| 30D | +36.6% | -9.8% | +46.4% | +31.8% |
| 3M | +56.3% | -25.5% | +81.8% | +42.1% |
| 6M | +49.7% | -27.7% | +77.3% | +34.9% |
| YTD | +1.3% | -6.6% | +7.9% | -9.7% |
| 1Y | +11.9% | +11.7% | +0.3% | +0.2% |
| All | +11.9% | +10.9% | +1.0% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling