-21.4%
ACN vs CSGP
-62.1%
+40.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +1.0% |
| 7D | +7.3% | +13.9% | -6.6% | +1.7% |
| 30D | +38.2% | +16.0% | +22.2% | +28.9% |
| 3M | +56.6% | +6.1% | +50.5% | +51.2% |
| 6M | +51.1% | -8.2% | +59.3% | +54.1% |
| YTD | +1.7% | -52.3% | +54.0% | +31.0% |
| 1Y | +10.1% | -54.5% | +64.6% | +43.9% |
| 3Y | -10.3% | -58.6% | +48.3% | +16.9% |
| 5Y | -21.4% | -61.5% | +40.1% | +7.0% |
| All | -21.4% | -62.1% | +40.6% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling