+4,100.0%
CMG vs ACN
+769.0%
+3,331.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.1% |
| 7D | -2.8% | -1.5% | -1.3% | -2.2% |
| 30D | +7.1% | +9.4% | -2.2% | +2.6% |
| 3M | +31.2% | +5.6% | +25.5% | +24.5% |
| 6M | +0.7% | -9.3% | +9.9% | +1.8% |
| YTD | -0.1% | -29.0% | +28.9% | +12.7% |
| 1Y | -10.7% | -24.7% | +13.9% | -2.6% |
| 3Y | -4.7% | -39.8% | +35.2% | +12.7% |
| 5Y | -3.8% | -40.9% | +37.2% | +13.6% |
| 10Y | +352.5% | +91.1% | +261.4% | +197.7% |
| All | +4,100.0% | +769.0% | +3,331.0% | +1,165.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling