+88.5%
ACN vs CPB
-44.2%
+132.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -6.3% | -8.0% | +1.7% | -5.0% |
| 30D | -1.4% | -2.4% | +1.0% | -1.0% |
| 3M | +2.6% | +0.5% | +2.0% | +2.4% |
| 6M | -14.3% | -10.5% | -3.8% | -13.0% |
| YTD | -33.1% | -17.5% | -15.6% | -31.2% |
| 1Y | -28.8% | -31.0% | +2.2% | -24.9% |
| 3Y | -43.0% | -40.6% | -2.3% | -39.1% |
| 5Y | -44.0% | -37.7% | -6.3% | -41.2% |
| 10Y | +88.5% | -43.4% | +132.0% | +96.4% |
| All | +88.5% | -44.2% | +132.7% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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