+24.4%
CP vs ACI
-43.3%
+67.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.2% |
| 7D | +2.8% | -2.2% | +5.0% | +3.1% |
| 30D | +10.2% | +10.3% | -0.1% | +8.7% |
| 3M | +2.4% | +7.2% | -4.8% | +1.3% |
| 6M | +7.7% | -18.0% | +25.7% | +10.1% |
| YTD | +26.0% | -22.0% | +48.0% | +29.5% |
| 1Y | +34.6% | -23.4% | +58.0% | +38.8% |
| 3Y | +26.7% | -35.8% | +62.5% | +33.6% |
| All | +24.4% | -43.3% | +67.7% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling