-42.9%
ACN vs CPB
-38.5%
-4.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -4.4% |
| 7D | -4.8% | -8.2% | +3.4% | -3.4% |
| 30D | +1.9% | -5.6% | +7.5% | +2.8% |
| 3M | +3.9% | +3.0% | +0.9% | +3.4% |
| 6M | -15.0% | -12.7% | -2.3% | -13.6% |
| YTD | -31.9% | -18.0% | -13.9% | -30.2% |
| 1Y | -28.5% | -31.7% | +3.2% | -25.3% |
| 3Y | -41.9% | -41.0% | -1.0% | -39.1% |
| 5Y | -42.9% | -38.4% | -4.5% | -40.0% |
| All | -42.9% | -38.5% | -4.3% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling