+8.8%
ACN vs CL
+28.1%
-19.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | +1.6% | +2.6% | -1.0% | +0.4% |
| 30D | +24.6% | +11.8% | +12.9% | +19.7% |
| 3M | +46.2% | +5.9% | +40.3% | +43.3% |
| 6M | +46.2% | +13.3% | +32.8% | +41.6% |
| YTD | -0.9% | +27.1% | -28.0% | -9.8% |
| 1Y | +8.8% | +28.0% | -19.2% | -1.2% |
| All | +8.8% | +28.1% | -19.4% | -1.2% |
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