+11.0%
ACN vs CP
+32.2%
-21.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | +0.9% | +2.8% | -1.9% | +0.5% |
| 30D | +33.5% | +10.2% | +23.3% | +31.8% |
| 3M | +53.5% | +2.4% | +51.1% | +53.0% |
| 6M | +52.2% | +7.7% | +44.6% | +51.6% |
| YTD | -0.1% | +26.0% | -26.1% | -4.8% |
| 1Y | +11.0% | +34.6% | -23.6% | -0.6% |
| All | +11.0% | +32.2% | -21.1% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling