+1,623.2%
ACN vs CMI
+9,090.5%
-7,467.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.3% | -4.2% |
| 7D | -4.8% | +1.9% | -6.7% | -5.4% |
| 30D | +1.9% | -12.5% | +14.4% | +6.0% |
| 3M | +3.9% | -16.2% | +20.1% | +8.1% |
| 6M | -15.0% | +4.9% | -19.9% | -19.2% |
| YTD | -31.9% | +11.1% | -43.0% | -36.9% |
| 1Y | -28.5% | +43.4% | -71.9% | -39.6% |
| 3Y | -41.9% | +154.1% | -196.0% | -60.3% |
| 5Y | -42.9% | +169.5% | -212.3% | -62.1% |
| 10Y | +88.7% | +503.8% | -415.1% | -6.6% |
| All | +1,623.2% | +9,090.5% | -7,467.3% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling