+151.4%
ACN vs CMS
+137.8%
+13.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.6% | -1.8% |
| 7D | -4.0% | -1.1% | -2.9% | -3.6% |
| 30D | +19.0% | +6.6% | +12.4% | +16.2% |
| 3M | +42.2% | +0.8% | +41.4% | +41.7% |
| 6M | +50.1% | -3.3% | +53.5% | +51.9% |
| YTD | -2.7% | +2.7% | -5.5% | -4.5% |
| 1Y | +7.6% | -4.0% | +11.6% | +8.5% |
| 3Y | -15.9% | +37.6% | -53.5% | -28.5% |
| 5Y | -24.4% | +35.4% | -59.8% | -36.1% |
| 10Y | +151.4% | +136.0% | +15.4% | +81.8% |
| All | +151.4% | +137.8% | +13.6% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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