+88.8%
CSCO vs ACN
-23.1%
+111.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.6% |
| 7D | -10.2% | +0.9% | -11.1% | -10.4% |
| 30D | -20.1% | +33.5% | -53.6% | -25.3% |
| 3M | -22.1% | +53.5% | -75.5% | -30.2% |
| 6M | +3.2% | +52.2% | -49.0% | -8.4% |
| YTD | +24.1% | -0.1% | +24.2% | +26.6% |
| 1Y | +34.6% | +11.0% | +23.5% | +31.2% |
| 3Y | +90.0% | -11.8% | +101.8% | +97.2% |
| All | +88.8% | -23.1% | +111.9% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling