-43.5%
ACN vs CMI
+163.4%
-206.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | -7.9% | +0.8% | -8.7% | -8.0% |
| 30D | -1.1% | -12.8% | +11.7% | +1.5% |
| 3M | +5.6% | -12.4% | +18.0% | +6.7% |
| 6M | -9.9% | -0.9% | -9.1% | -14.4% |
| YTD | -32.3% | +8.9% | -41.2% | -38.5% |
| 1Y | -25.3% | +37.7% | -63.0% | -38.6% |
| 3Y | -42.3% | +148.9% | -191.1% | -64.8% |
| 5Y | -43.5% | +164.4% | -207.8% | -68.6% |
| All | -43.5% | +163.4% | -206.9% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling