-21.9%
CG vs ACI
-41.7%
+19.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.2% |
| 7D | -1.2% | -2.2% | +1.0% | -0.8% |
| 30D | +5.0% | +10.3% | -5.3% | +3.7% |
| 3M | -18.2% | +7.2% | -25.4% | -19.0% |
| 6M | -20.7% | -18.0% | -2.7% | -19.1% |
| YTD | -31.4% | -22.0% | -9.4% | -29.8% |
| 1Y | -22.3% | -23.4% | +1.1% | -20.2% |
| 3Y | +50.2% | -35.8% | +86.0% | +57.4% |
| All | -21.9% | -41.7% | +19.8% | -19.6% |
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