+88.7%
ACN vs CP
+219.6%
-130.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | -4.8% | +2.4% | -7.2% | -5.9% |
| 30D | +1.9% | -0.5% | +2.4% | +2.0% |
| 3M | +3.9% | +1.4% | +2.5% | +3.1% |
| 6M | -15.0% | +10.3% | -25.3% | -19.7% |
| YTD | -31.9% | +24.3% | -56.2% | -39.7% |
| 1Y | -28.5% | +20.4% | -49.0% | -35.8% |
| 3Y | -41.9% | +21.8% | -63.7% | -49.5% |
| 5Y | -42.9% | +31.5% | -74.4% | -53.2% |
| 10Y | +88.7% | +223.2% | -134.5% | -3.3% |
| All | +88.7% | +219.6% | -130.9% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling