+109.5%
CF vs ACI
-39.5%
+149.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -7.9% | -4.9% |
| 7D | -6.9% | +4.5% | -11.4% | -7.5% |
| 30D | -3.7% | +20.9% | -24.6% | -6.4% |
| 3M | -5.0% | +15.2% | -20.2% | -7.0% |
| 6M | -10.5% | -13.3% | +2.9% | -9.1% |
| YTD | +46.5% | -16.2% | +62.7% | +49.2% |
| 1Y | +34.8% | -16.9% | +51.7% | +37.5% |
| 3Y | +46.7% | -30.8% | +77.5% | +53.4% |
| All | +109.5% | -39.5% | +149.0% | +117.9% |
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