-43.0%
ACN vs CNC
-2.4%
-40.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | -6.3% | -4.9% | -1.5% | -6.0% |
| 30D | -1.4% | -3.8% | +2.4% | -1.1% |
| 3M | +2.6% | -3.2% | +5.8% | +2.7% |
| 6M | -14.3% | +47.9% | -62.2% | -16.3% |
| YTD | -33.1% | +55.7% | -88.8% | -34.9% |
| 1Y | -28.8% | +106.2% | -135.0% | -31.6% |
| All | -43.0% | -2.4% | -40.6% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling