-22.5%
ACN vs CL
+39.7%
-62.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.9% |
| 7D | +0.9% | +1.3% | -0.5% | +0.4% |
| 30D | +33.5% | +11.4% | +22.2% | +28.6% |
| 3M | +53.5% | +4.4% | +49.0% | +51.1% |
| 6M | +52.2% | +10.8% | +41.4% | +47.2% |
| YTD | -0.1% | +25.1% | -25.2% | -8.2% |
| 1Y | +11.0% | +28.0% | -16.9% | +1.2% |
| 3Y | -11.8% | +37.6% | -49.4% | -25.4% |
| All | -22.5% | +39.7% | -62.2% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling