-43.5%
ACN vs CDE
+193.0%
-236.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.4% |
| 7D | -7.9% | -6.1% | -1.8% | -7.5% |
| 30D | -1.1% | +9.5% | -10.5% | -1.7% |
| 3M | +5.6% | +32.0% | -26.4% | +3.3% |
| 6M | -9.9% | -12.8% | +2.8% | -9.7% |
| YTD | -32.3% | +14.2% | -46.5% | -33.9% |
| 1Y | -25.3% | +36.3% | -61.6% | -28.8% |
| 3Y | -42.3% | +821.4% | -863.7% | -56.7% |
| 5Y | -43.5% | +194.3% | -237.7% | -55.0% |
| All | -43.5% | +193.0% | -236.5% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling