+9.8%
CG vs ACI
-44.9%
+54.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.7% |
| 7D | -1.3% | -2.6% | +1.3% | -0.9% |
| 30D | -3.2% | +1.1% | -4.2% | -3.3% |
| 3M | +6.2% | -23.6% | +29.9% | +9.6% |
| 6M | -4.7% | -29.9% | +25.3% | -0.5% |
| YTD | -20.6% | -26.9% | +6.2% | -17.9% |
| 1Y | -26.4% | -34.2% | +7.9% | -22.6% |
| 3Y | +55.4% | -43.6% | +99.0% | +66.9% |
| 5Y | +9.8% | -42.4% | +52.2% | +14.0% |
| All | +9.8% | -44.9% | +54.7% | +14.0% |
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