+156.3%
ACN vs CMS
+127.7%
+28.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -2.5% | -0.9% | -1.6% | -2.1% |
| 30D | +22.6% | +7.1% | +15.6% | +19.6% |
| 3M | +45.9% | -1.3% | +47.2% | +46.5% |
| 6M | +43.8% | -2.7% | +46.5% | +45.1% |
| YTD | -2.5% | +2.6% | -5.1% | -4.2% |
| 1Y | +6.5% | -2.0% | +8.5% | +6.5% |
| 3Y | -14.2% | +39.6% | -53.8% | -27.5% |
| 5Y | -24.4% | +35.3% | -59.8% | -36.1% |
| 10Y | +156.3% | +132.3% | +24.0% | +91.6% |
| All | +156.3% | +127.7% | +28.6% | +91.6% |
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