+92.0%
ACN vs CMS
+115.7%
-23.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | +9.4% | -3.6% | +13.0% | +10.8% |
| 3M | +5.6% | -1.9% | +7.6% | +6.4% |
| 6M | -9.3% | -11.0% | +1.7% | -5.5% |
| YTD | -29.0% | +0.2% | -29.2% | -29.6% |
| 1Y | -24.7% | -1.3% | -23.3% | -25.0% |
| 3Y | -39.8% | +35.9% | -75.8% | -48.7% |
| 5Y | -40.9% | +23.1% | -64.0% | -47.9% |
| All | +92.0% | +115.7% | -23.7% | +44.2% |
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