+1,697.2%
ACN vs CCL
+19.6%
+1,677.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -1.5% | -5.0% | +3.5% | -0.3% |
| 30D | +9.4% | -20.3% | +29.7% | +15.4% |
| 3M | +5.6% | -15.1% | +20.8% | +9.2% |
| 6M | -9.3% | -15.1% | +5.9% | -7.3% |
| YTD | -29.0% | -21.8% | -7.2% | -26.2% |
| 1Y | -24.7% | -24.8% | +0.1% | -21.4% |
| 3Y | -39.8% | +51.9% | -91.7% | -49.5% |
| 5Y | -40.9% | +4.0% | -45.0% | -50.1% |
| 10Y | +91.1% | -42.2% | +133.3% | +53.8% |
| All | +1,697.2% | +19.6% | +1,677.6% | +724.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling