+9.5%
CNC vs ACI
+17.4%
-7.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.2% |
| 7D | -3.9% | -7.1% | +3.2% | -3.4% |
| 30D | +0.8% | -4.5% | +5.3% | +1.1% |
| 3M | +0.1% | -22.3% | +22.4% | +1.6% |
| 6M | +79.7% | -28.4% | +108.1% | +83.3% |
| YTD | +58.9% | -29.5% | +88.4% | +62.2% |
| 1Y | +109.1% | -34.2% | +143.4% | +114.2% |
| 3Y | 0.0% | -45.7% | +45.7% | +3.2% |
| 5Y | +9.5% | -40.8% | +50.3% | +12.7% |
| All | +9.5% | +17.4% | -7.9% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling