+152.3%
ACN vs CSGP
+65.8%
+86.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.6% | -1.0% |
| 7D | -3.8% | +1.3% | -5.2% | -4.5% |
| 30D | +16.5% | +2.8% | +13.7% | +14.1% |
| 3M | +41.5% | -6.3% | +47.8% | +44.0% |
| 6M | +60.1% | -3.2% | +63.2% | +60.3% |
| YTD | -3.9% | -54.0% | +50.0% | +28.4% |
| 1Y | +4.1% | -54.8% | +58.9% | +39.9% |
| 3Y | -15.9% | -60.6% | +44.7% | +15.1% |
| 5Y | -26.3% | -62.6% | +36.3% | +0.1% |
| All | +152.3% | +65.8% | +86.5% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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