+232.1%
CB vs ACI
+32.8%
+199.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.1% |
| 7D | +2.9% | +2.3% | +0.7% | +2.7% |
| 30D | +7.3% | +1.2% | +6.1% | +7.1% |
| 3M | +9.4% | +6.8% | +2.6% | +8.6% |
| 6M | +19.6% | -18.7% | +38.4% | +21.4% |
| YTD | +21.5% | -20.2% | +41.7% | +23.3% |
| 1Y | +28.0% | -23.7% | +51.7% | +30.5% |
| 3Y | +74.9% | -31.6% | +106.5% | +79.8% |
| 5Y | +108.1% | -42.8% | +150.9% | +114.4% |
| All | +232.1% | +32.8% | +199.3% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling