+93.2%
CP vs ACI
+25.9%
+67.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.7% | +0.2% | -2.8% | -2.7% |
| 30D | +0.2% | +5.9% | -5.7% | -0.3% |
| 3M | +2.6% | -19.8% | +22.3% | +4.1% |
| 6M | +6.0% | -24.7% | +30.7% | +8.0% |
| YTD | +24.9% | -24.4% | +49.3% | +27.2% |
| 1Y | +20.1% | -31.5% | +51.6% | +23.2% |
| 3Y | +16.4% | -38.7% | +55.1% | +20.0% |
| 5Y | +31.7% | -42.8% | +74.5% | +34.7% |
| All | +93.2% | +25.9% | +67.3% | +101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling