+104.4%
COST vs ACN
-44.1%
+148.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | -2.8% | -6.3% | +3.5% | -1.2% |
| 30D | -5.3% | -1.4% | -3.9% | -5.1% |
| 3M | -6.7% | +2.6% | -9.2% | -8.1% |
| 6M | -9.9% | -14.3% | +4.4% | -7.1% |
| YTD | +5.1% | -33.1% | +38.3% | +17.0% |
| 1Y | -7.3% | -28.8% | +21.5% | +0.5% |
| 3Y | +70.4% | -43.0% | +113.3% | +95.7% |
| 5Y | +104.4% | -44.0% | +148.4% | +129.0% |
| All | +104.4% | -44.1% | +148.5% | +129.0% |
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