+1,697.2%
ACN vs CPB
+61.0%
+1,636.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.4% |
| 7D | -1.5% | -8.6% | +7.1% | +0.7% |
| 30D | +9.4% | -7.2% | +16.6% | +11.4% |
| 3M | +5.6% | +0.9% | +4.8% | +5.3% |
| 6M | -9.3% | -11.8% | +2.6% | -6.5% |
| YTD | -29.0% | -19.4% | -9.6% | -25.2% |
| 1Y | -24.7% | -30.4% | +5.7% | -17.8% |
| 3Y | -39.8% | -40.2% | +0.3% | -33.0% |
| 5Y | -40.9% | -39.5% | -1.4% | -35.5% |
| 10Y | +91.1% | -47.4% | +138.5% | +109.1% |
| All | +1,697.2% | +61.0% | +1,636.2% | +1,127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling