+201.0%
CB vs ACI
+25.9%
+175.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.6% |
| 3M | +9.0% | -19.8% | +28.7% | +10.8% |
| 6M | +2.9% | -24.7% | +27.6% | +5.2% |
| YTD | +10.1% | -24.4% | +34.5% | +12.4% |
| 1Y | +22.8% | -31.5% | +54.3% | +26.5% |
| 3Y | +73.8% | -38.7% | +112.5% | +80.6% |
| 5Y | +99.2% | -42.8% | +142.0% | +106.3% |
| All | +201.0% | +25.9% | +175.1% | +198.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling