+93.1%
ACN vs CDE
+61.6%
+31.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +3.3% |
| 7D | -1.5% | -3.1% | +1.6% | -1.3% |
| 30D | +2.1% | +9.5% | -7.4% | +1.3% |
| 3M | +11.1% | +25.5% | -14.4% | +8.8% |
| 6M | -6.8% | -7.9% | +1.1% | -7.1% |
| YTD | -30.0% | +15.6% | -45.6% | -31.9% |
| 1Y | -23.1% | +34.0% | -57.2% | -26.7% |
| 3Y | -40.4% | +791.9% | -832.3% | -53.9% |
| 5Y | -41.6% | +197.7% | -239.3% | -51.9% |
| All | +93.1% | +61.6% | +31.5% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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