+769.7%
CSCO vs ACN
+2,379.5%
-1,609.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +6.1% |
| 7D | -2.9% | -2.5% | -0.4% | -2.0% |
| 30D | -16.7% | +22.6% | -39.3% | -24.6% |
| 3M | -18.4% | +45.9% | -64.4% | -32.9% |
| 6M | +2.9% | +43.8% | -40.9% | -17.5% |
| YTD | +30.4% | -2.5% | +32.9% | +23.3% |
| 1Y | +41.4% | +6.5% | +34.9% | +27.7% |
| 3Y | +104.7% | -14.2% | +118.8% | +99.3% |
| 5Y | +96.9% | -24.4% | +121.4% | +99.8% |
| 10Y | +321.5% | +156.3% | +165.2% | +134.0% |
| All | +769.7% | +2,379.5% | -1,609.8% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling