+71.8%
CB vs ACI
-35.7%
+107.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.4% |
| 7D | +0.2% | -2.2% | +2.5% | +0.5% |
| 30D | +9.1% | +10.3% | -1.2% | +8.0% |
| 3M | +3.4% | +7.2% | -3.8% | +2.6% |
| 6M | +14.1% | -18.0% | +32.1% | +15.9% |
| YTD | +18.0% | -22.0% | +40.0% | +20.4% |
| 1Y | +30.1% | -23.4% | +53.5% | +33.0% |
| 3Y | +71.8% | -35.8% | +107.6% | +79.1% |
| All | +71.8% | -35.7% | +107.5% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling