+2,361.1%
ACN vs CPB
+70.2%
+2,291.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.5% |
| 7D | -4.0% | -4.1% | +0.1% | -2.9% |
| 30D | +19.0% | +16.9% | +2.1% | +14.1% |
| 3M | +42.2% | -0.6% | +42.7% | +42.0% |
| 6M | +50.1% | +11.4% | +38.8% | +45.6% |
| YTD | -2.7% | -14.8% | +12.1% | +0.8% |
| 1Y | +7.6% | -24.8% | +32.4% | +15.0% |
| 3Y | -15.9% | -36.6% | +20.7% | -7.8% |
| 5Y | -24.4% | -33.3% | +9.0% | -19.7% |
| 10Y | +151.4% | -40.4% | +191.8% | +164.0% |
| All | +2,361.1% | +70.2% | +2,291.0% | +1,553.9% |
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