-24.4%
ACN vs CSGP
-62.4%
+38.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.6% | -3.3% |
| 7D | -2.5% | -1.8% | -0.7% | -1.8% |
| 30D | +22.6% | +5.3% | +17.4% | +19.0% |
| 3M | +45.9% | +3.3% | +42.6% | +42.4% |
| 6M | +43.8% | -4.7% | +48.5% | +44.8% |
| YTD | -2.5% | -53.5% | +51.1% | +26.9% |
| 1Y | +6.5% | -53.7% | +60.2% | +38.5% |
| 3Y | -14.2% | -59.7% | +45.6% | +13.2% |
| 5Y | -24.4% | -62.5% | +38.1% | +4.3% |
| All | -24.4% | -62.4% | +38.0% | +4.3% |
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