+335.7%
CSCO vs ACN
+147.7%
+188.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.8% |
| 7D | +6.6% | -5.7% | +12.3% | +8.9% |
| 30D | -11.3% | +17.0% | -28.4% | -17.4% |
| 3M | -17.3% | +39.9% | -57.2% | -29.6% |
| 6M | +3.5% | +50.2% | -46.7% | -16.8% |
| YTD | +34.9% | -4.2% | +39.0% | +33.3% |
| 1Y | +40.5% | +4.3% | +36.2% | +32.2% |
| 3Y | +109.3% | -17.1% | +126.4% | +114.7% |
| 5Y | +105.9% | -26.5% | +132.4% | +121.6% |
| All | +335.7% | +147.7% | +188.0% | +108.8% |
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