-44.1%
ACN vs CNC
+3.0%
-47.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -6.3% | -4.9% | -1.5% | -5.8% |
| 30D | -1.4% | -3.8% | +2.4% | -1.0% |
| 3M | +2.6% | -3.2% | +5.8% | +2.8% |
| 6M | -14.3% | +47.9% | -62.2% | -18.1% |
| YTD | -33.1% | +55.7% | -88.8% | -36.5% |
| 1Y | -28.8% | +106.2% | -135.0% | -34.7% |
| 3Y | -43.0% | -2.1% | -40.9% | -44.7% |
| All | -44.1% | +3.0% | -47.2% | -42.1% |
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