+4.1%
ACN vs CPB
-22.0%
+26.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -1.1% |
| 7D | -3.8% | -1.6% | -2.3% | -3.2% |
| 30D | +16.5% | +19.2% | -2.7% | +8.7% |
| 3M | +41.5% | -0.9% | +42.4% | +40.6% |
| 6M | +60.1% | +15.2% | +44.8% | +51.6% |
| YTD | -3.9% | -13.1% | +9.1% | -1.6% |
| 1Y | +4.1% | -22.4% | +26.5% | +10.3% |
| All | +4.1% | -22.0% | +26.1% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling