+192.6%
CFG vs ACI
-31.8%
+224.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.0% |
| 7D | -0.8% | -5.3% | +4.5% | -0.3% |
| 30D | +3.1% | +5.0% | -1.9% | +2.7% |
| 3M | -9.7% | +7.5% | -17.2% | -10.2% |
| 6M | +6.7% | -16.0% | +22.7% | +7.7% |
| YTD | +15.2% | -20.6% | +35.8% | +16.2% |
| 1Y | +28.8% | -23.5% | +52.3% | +30.6% |
| All | +192.6% | -31.8% | +224.5% | +206.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling