+101.0%
CB vs ACI
-42.9%
+144.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | -3.1% | +5.9% | -9.0% | -3.7% |
| 3M | +9.0% | -19.8% | +28.7% | +11.3% |
| 6M | +2.9% | -24.7% | +27.6% | +5.8% |
| YTD | +10.1% | -24.4% | +34.5% | +13.0% |
| 1Y | +22.8% | -31.5% | +54.3% | +27.5% |
| 3Y | +73.8% | -38.7% | +112.5% | +82.8% |
| All | +101.0% | -42.9% | +144.0% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling