+156.5%
ACN vs CMS
+125.4%
+31.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -0.9% |
| 7D | +0.9% | -1.3% | +2.2% | +1.4% |
| 30D | +33.5% | +6.3% | +27.2% | +30.5% |
| 3M | +53.5% | -2.1% | +55.5% | +54.6% |
| 6M | +52.2% | -5.1% | +57.3% | +55.1% |
| YTD | -0.1% | +1.3% | -1.4% | -1.3% |
| 1Y | +11.0% | -1.4% | +12.4% | +10.7% |
| 3Y | -11.8% | +36.9% | -48.7% | -24.9% |
| 5Y | -22.8% | +32.5% | -55.3% | -34.1% |
| All | +156.5% | +125.4% | +31.0% | +90.3% |
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