+98.7%
CP vs ACI
+31.1%
+67.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.9% |
| 7D | +2.8% | -5.9% | +8.7% | +3.3% |
| 30D | +11.3% | +7.2% | +4.1% | +10.7% |
| 3M | +2.9% | +8.8% | -6.0% | +2.1% |
| 6M | +9.8% | -17.2% | +26.9% | +11.0% |
| YTD | +28.5% | -21.3% | +49.8% | +30.3% |
| 1Y | +33.5% | -23.7% | +57.2% | +35.7% |
| 3Y | +31.9% | -32.8% | +64.8% | +35.0% |
| 5Y | +25.5% | -41.4% | +66.9% | +27.9% |
| All | +98.7% | +31.1% | +67.6% | +106.7% |
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