-23.1%
ACN vs CNC
+84.7%
-107.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +3.2% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | +2.1% | -1.0% | +3.1% | +2.2% |
| 3M | +11.1% | +4.5% | +6.6% | +10.5% |
| 6M | -6.8% | +85.2% | -92.1% | -11.9% |
| YTD | -30.0% | +61.4% | -91.5% | -32.7% |
| 1Y | -23.1% | +94.9% | -118.0% | -26.0% |
| All | -23.1% | +84.7% | -107.8% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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