+104.9%
CB vs ACI
-41.8%
+146.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | -1.0% | -5.3% | +4.3% | -0.3% |
| 30D | +7.3% | +5.0% | +2.3% | +6.6% |
| 3M | +7.0% | +7.5% | -0.5% | +5.9% |
| 6M | +16.3% | -16.0% | +32.4% | +18.2% |
| YTD | +19.7% | -20.6% | +40.4% | +22.4% |
| 1Y | +27.8% | -23.5% | +51.3% | +31.3% |
| 3Y | +72.0% | -32.1% | +104.1% | +79.3% |
| 5Y | +104.9% | -42.5% | +147.4% | +115.1% |
| All | +104.9% | -41.8% | +146.7% | +115.1% |
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 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