+322.0%
CMG vs ACN
+97.5%
+224.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | -1.3% |
| 7D | -2.1% | -1.5% | -0.5% | -1.5% |
| 30D | +10.9% | +2.1% | +8.8% | +9.6% |
| 3M | +15.8% | +11.1% | +4.7% | +7.5% |
| 6M | +6.9% | -6.8% | +13.8% | +7.3% |
| YTD | -2.2% | -30.0% | +27.9% | +12.6% |
| 1Y | -7.1% | -23.1% | +16.0% | +1.2% |
| 3Y | -7.1% | -40.4% | +33.3% | +11.7% |
| 5Y | -4.8% | -41.6% | +36.8% | +13.7% |
| All | +322.0% | +97.5% | +224.5% | +185.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling