-40.6%
ACN vs CP
+32.0%
-72.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -1.5% | -2.7% | +1.2% | -0.5% |
| 30D | +9.4% | +0.2% | +9.2% | +9.2% |
| 3M | +5.6% | +2.6% | +3.1% | +4.5% |
| 6M | -9.3% | +6.0% | -15.2% | -11.8% |
| YTD | -29.0% | +24.9% | -53.9% | -36.0% |
| 1Y | -24.7% | +20.1% | -44.8% | -31.1% |
| 3Y | -39.8% | +16.4% | -56.2% | -45.3% |
| All | -40.6% | +32.0% | -72.6% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling