-40.6%
ACN vs CSGP
-64.7%
+24.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.3% |
| 7D | -1.5% | -4.1% | +2.5% | +0.1% |
| 30D | +9.4% | +2.3% | +7.0% | +8.1% |
| 3M | +5.6% | -8.2% | +13.8% | +8.7% |
| 6M | -9.3% | -35.1% | +25.8% | +5.9% |
| YTD | -29.0% | -54.0% | +25.1% | -6.6% |
| 1Y | -24.7% | -65.3% | +40.6% | +8.9% |
| 3Y | -39.8% | -62.6% | +22.7% | -17.9% |
| All | -40.6% | -64.7% | +24.1% | -24.3% |
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