+2,427.5%
ACN vs CP
+3,382.3%
-954.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.1% |
| 7D | +0.9% | +2.8% | -1.9% | -0.2% |
| 30D | +33.5% | +10.2% | +23.3% | +28.7% |
| 3M | +53.5% | +2.4% | +51.1% | +51.9% |
| 6M | +52.2% | +7.7% | +44.6% | +47.6% |
| YTD | -0.1% | +26.0% | -26.1% | -9.7% |
| 1Y | +11.0% | +34.6% | -23.6% | -2.2% |
| 3Y | -11.8% | +26.7% | -38.5% | -21.7% |
| 5Y | -22.8% | +24.9% | -47.7% | -31.6% |
| 10Y | +162.4% | +258.6% | -96.2% | +54.7% |
| All | +2,427.5% | +3,382.3% | -954.8% | +424.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling