+90.0%
CSCO vs ACN
-11.6%
+101.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.8% |
| 7D | -10.2% | +0.9% | -11.1% | -10.3% |
| 30D | -20.1% | +33.5% | -53.6% | -22.4% |
| 3M | -22.1% | +53.5% | -75.5% | -26.0% |
| 6M | +3.2% | +52.2% | -49.0% | -1.8% |
| YTD | +24.1% | -0.1% | +24.2% | +30.1% |
| 1Y | +34.6% | +11.0% | +23.5% | +36.4% |
| 3Y | +90.0% | -11.8% | +101.8% | +91.9% |
| All | +90.0% | -11.6% | +101.6% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling