-42.3%
ACN vs CDE
+797.0%
-839.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.3% |
| 7D | -7.9% | -6.1% | -1.8% | -7.7% |
| 30D | -1.1% | +9.5% | -10.5% | -1.4% |
| 3M | +5.6% | +32.0% | -26.4% | +4.5% |
| 6M | -9.9% | -12.8% | +2.8% | -9.5% |
| YTD | -32.3% | +14.2% | -46.5% | -33.1% |
| 1Y | -25.3% | +36.3% | -61.6% | -27.4% |
| All | -42.3% | +797.0% | -839.4% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling