-65.0%
CBRS vs ACN
+57.7%
-122.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.2% | +11.0% | +11.4% |
| 7D | +21.2% | -3.8% | +25.1% | +17.9% |
| 30D | -23.2% | +16.5% | -39.7% | -12.6% |
| 3M | -52.9% | +41.5% | -94.4% | -36.6% |
| All | -65.0% | +57.7% | -122.8% | -45.6% |
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 · 6 months rolling