-3.6%
CNC vs ACI
-45.1%
+41.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | -4.9% | -5.0% | +0.2% | -4.3% |
| 30D | -3.8% | -2.3% | -1.5% | -3.5% |
| 3M | -3.2% | -23.2% | +19.9% | -0.5% |
| 6M | +47.9% | -29.5% | +77.4% | +53.7% |
| YTD | +55.7% | -28.6% | +84.3% | +61.0% |
| 1Y | +106.2% | -34.0% | +140.3% | +115.1% |
| All | -3.6% | -45.1% | +41.5% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling