+45.9%
CSCO vs ACN
+10.1%
+35.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | +0.8% |
| 7D | -6.1% | +8.6% | -14.6% | -5.7% |
| 30D | -8.2% | +36.6% | -44.7% | -7.3% |
| 3M | -14.6% | +56.3% | -70.9% | -13.8% |
| 6M | +12.7% | +49.7% | -37.0% | +15.3% |
| YTD | +37.0% | +1.3% | +35.7% | +43.6% |
| 1Y | +45.9% | +11.9% | +34.0% | +50.2% |
| All | +45.9% | +10.1% | +35.8% | +50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling