-15.9%
ACN vs CP
+36.4%
-52.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -3.8% | +2.1% | -6.0% | -4.4% |
| 30D | +16.5% | +9.3% | +7.2% | +13.8% |
| 3M | +41.5% | +0.5% | +41.0% | +41.2% |
| 6M | +60.1% | +10.4% | +49.7% | +55.8% |
| YTD | -3.9% | +28.7% | -32.6% | -11.4% |
| 1Y | +4.1% | +33.2% | -29.1% | -5.1% |
| 3Y | -15.9% | +38.4% | -54.3% | -24.4% |
| All | -15.9% | +36.4% | -52.3% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling