-5.2%
CMG vs ACN
-44.4%
+39.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.9% |
| 7D | -6.5% | -6.3% | -0.1% | -4.3% |
| 30D | +12.1% | -1.4% | +13.5% | +12.4% |
| 3M | +20.6% | +2.6% | +18.0% | +17.2% |
| 6M | +2.1% | -14.3% | +16.4% | +6.7% |
| YTD | -2.6% | -33.1% | +30.5% | +13.3% |
| 1Y | -8.7% | -28.8% | +20.1% | +2.6% |
| 3Y | -7.4% | -43.0% | +35.6% | +11.8% |
| All | -5.2% | -44.4% | +39.2% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling