+2,472.7%
ACN vs CSGP
+1,156.9%
+1,315.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.8% |
| 7D | +7.3% | +13.9% | -6.6% | +3.0% |
| 30D | +38.2% | +16.0% | +22.2% | +31.3% |
| 3M | +56.6% | +6.1% | +50.5% | +52.7% |
| 6M | +51.1% | -8.2% | +59.3% | +54.1% |
| YTD | +1.7% | -52.3% | +54.0% | +25.4% |
| 1Y | +10.1% | -54.5% | +64.6% | +37.5% |
| 3Y | -10.3% | -58.6% | +48.3% | +12.6% |
| 5Y | -21.4% | -61.5% | +40.1% | -1.1% |
| 10Y | +167.1% | +74.7% | +92.5% | +121.6% |
| All | +2,472.7% | +1,156.9% | +1,315.9% | +1,066.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling