+11.0%
ACN vs CMS
-1.6%
+12.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.5% |
| 7D | +0.9% | -1.3% | +2.2% | +1.1% |
| 30D | +33.5% | +6.3% | +27.2% | +33.8% |
| 3M | +53.5% | -2.1% | +55.5% | +52.0% |
| 6M | +52.2% | -5.1% | +57.3% | +51.7% |
| YTD | -0.1% | +1.3% | -1.4% | +2.2% |
| 1Y | +11.0% | -1.4% | +12.4% | +13.0% |
| All | +11.0% | -1.6% | +12.7% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling