-70.5%
CBRS vs ACN
+66.4%
-136.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.8% | -9.9% | -3.3% |
| 7D | -18.4% | +8.6% | -27.0% | -12.8% |
| 30D | -49.4% | +36.6% | -86.0% | -35.5% |
| 3M | -59.6% | +56.3% | -115.9% | -41.3% |
| All | -70.5% | +66.4% | -136.9% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · Available span rolling