-10.5%
ACN vs CSGP
-57.8%
+47.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.0% | -0.2% | +2.2% |
| 7D | +8.6% | +18.3% | -9.7% | +1.6% |
| 30D | +36.6% | +17.8% | +18.8% | +26.8% |
| 3M | +56.3% | +9.3% | +47.0% | +49.3% |
| 6M | +49.7% | -7.9% | +57.6% | +51.3% |
| YTD | +1.3% | -51.5% | +52.9% | +24.0% |
| 1Y | +11.9% | -53.3% | +65.2% | +38.1% |
| All | -10.5% | -57.8% | +47.3% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling