-25.8%
ACN vs CNC
-5.8%
-19.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | -3.8% | +2.2% | -6.0% | -4.1% |
| 30D | +16.5% | +1.6% | +14.9% | +16.2% |
| 3M | +41.5% | +7.9% | +33.5% | +40.2% |
| 6M | +60.1% | +21.2% | +38.9% | +56.4% |
| YTD | -3.9% | +73.2% | -77.1% | -10.2% |
| 1Y | +4.1% | +97.5% | -93.4% | -4.2% |
| 3Y | -15.9% | -1.2% | -14.7% | -17.3% |
| All | -25.8% | -5.8% | -19.9% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling