+153.7%
ACN vs CSGP
+61.5%
+92.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.8% |
| 7D | +1.6% | -3.2% | +4.7% | +2.8% |
| 30D | +24.6% | +2.2% | +22.4% | +22.3% |
| 3M | +46.2% | -3.7% | +49.8% | +46.7% |
| 6M | +46.2% | -7.4% | +53.6% | +49.2% |
| YTD | -0.9% | -54.9% | +54.0% | +33.5% |
| 1Y | +8.8% | -54.9% | +63.6% | +46.2% |
| 3Y | -14.3% | -61.9% | +47.7% | +18.9% |
| 5Y | -22.6% | -63.1% | +40.5% | +5.6% |
| 10Y | +153.7% | +65.1% | +88.6% | +111.2% |
| All | +153.7% | +61.5% | +92.3% | +111.2% |
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