+401.4%
CF vs ACI
+29.9%
+371.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.0% |
| 7D | -3.2% | -2.2% | -1.0% | -3.0% |
| 30D | +4.3% | +10.3% | -6.0% | +3.1% |
| 3M | +2.8% | +7.2% | -4.4% | +1.8% |
| 6M | +0.6% | -18.0% | +18.6% | +2.2% |
| YTD | +56.6% | -22.0% | +78.6% | +59.8% |
| 1Y | +49.6% | -23.4% | +73.0% | +53.0% |
| 3Y | +61.5% | -35.8% | +97.3% | +67.7% |
| 5Y | +124.0% | -43.7% | +167.6% | +131.9% |
| All | +401.4% | +29.9% | +371.5% | +448.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling