+377.3%
CSCO vs ACN
+86.3%
+291.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.0% |
| 7D | 0.0% | -6.3% | +6.3% | +2.6% |
| 30D | -10.7% | -1.4% | -9.3% | -10.6% |
| 3M | -8.7% | +2.6% | -11.3% | -11.9% |
| 6M | +44.9% | -14.3% | +59.2% | +50.7% |
| YTD | +44.1% | -33.1% | +77.3% | +68.0% |
| 1Y | +65.9% | -28.8% | +94.7% | +85.7% |
| 3Y | +109.0% | -43.0% | +152.0% | +154.3% |
| 5Y | +114.8% | -44.0% | +158.8% | +156.0% |
| 10Y | +377.3% | +88.5% | +288.8% | +177.1% |
| All | +377.3% | +86.3% | +291.0% | +177.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling