+11.9%
ACN vs CL
+33.4%
-21.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.3% | +0.5% | +2.3% |
| 7D | +8.6% | +7.7% | +0.9% | +5.2% |
| 30D | +36.6% | +15.2% | +21.3% | +29.7% |
| 3M | +56.3% | +7.3% | +49.0% | +52.4% |
| 6M | +49.7% | +17.0% | +32.7% | +44.1% |
| YTD | +1.3% | +28.0% | -26.6% | -8.2% |
| 1Y | +11.9% | +32.1% | -20.2% | 0.0% |
| All | +11.9% | +33.4% | -21.5% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling