-10.7%
CMG vs ACN
-24.8%
+14.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.1% |
| 7D | -2.8% | -1.5% | -1.3% | -2.6% |
| 30D | +7.1% | +9.4% | -2.2% | +5.7% |
| 3M | +31.2% | +5.6% | +25.5% | +29.7% |
| 6M | +0.7% | -9.3% | +9.9% | +3.9% |
| YTD | -0.1% | -29.0% | +28.9% | +10.8% |
| 1Y | -10.7% | -24.7% | +13.9% | -4.9% |
| All | -10.7% | -24.8% | +14.0% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling