+153.7%
ACN vs CL
+78.1%
+75.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | +1.6% | +2.6% | -1.0% | +0.3% |
| 30D | +24.6% | +11.8% | +12.9% | +18.3% |
| 3M | +46.2% | +5.9% | +40.3% | +42.2% |
| 6M | +46.2% | +13.3% | +32.8% | +37.9% |
| YTD | -0.9% | +27.1% | -28.0% | -12.4% |
| 1Y | +8.8% | +28.0% | -19.2% | -4.3% |
| 3Y | -14.3% | +39.4% | -53.7% | -30.1% |
| 5Y | -22.6% | +40.8% | -63.4% | -37.9% |
| 10Y | +153.7% | +84.9% | +68.9% | +75.6% |
| All | +153.7% | +78.1% | +75.6% | +75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling