+92.0%
ACN vs CCL
-40.9%
+132.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.9% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | +1.9% | -20.0% | +21.9% | +5.9% |
| 3M | +3.9% | -13.7% | +17.5% | +6.1% |
| 6M | -15.0% | -9.0% | -6.0% | -14.6% |
| YTD | -31.9% | -22.8% | -9.1% | -29.7% |
| 1Y | -28.5% | -25.3% | -3.2% | -26.0% |
| 3Y | -41.9% | +54.1% | -96.0% | -48.7% |
| 5Y | -42.9% | +3.5% | -46.3% | -49.2% |
| All | +92.0% | -40.9% | +132.9% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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