+93.1%
ACN vs CMI
+516.5%
-423.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.1% | +3.0% |
| 7D | -1.5% | -0.7% | -0.8% | -1.3% |
| 30D | +2.1% | -12.4% | +14.5% | +6.3% |
| 3M | +11.1% | -14.8% | +25.9% | +15.0% |
| 6M | -6.8% | +0.8% | -7.6% | -11.6% |
| YTD | -30.0% | +10.2% | -40.2% | -36.6% |
| 1Y | -23.1% | +37.4% | -60.6% | -37.1% |
| 3Y | -40.4% | +153.3% | -193.7% | -63.9% |
| 5Y | -41.6% | +167.6% | -209.2% | -66.1% |
| All | +93.1% | +516.5% | -423.4% | -22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling