-24.4%
ACN vs CL
+40.8%
-65.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -4.0% | -0.8% | -3.2% | -3.7% |
| 30D | +19.0% | +9.5% | +9.5% | +15.1% |
| 3M | +42.2% | +6.8% | +35.4% | +38.8% |
| 6M | +50.1% | +14.3% | +35.9% | +43.6% |
| YTD | -2.7% | +27.0% | -29.7% | -11.2% |
| 1Y | +7.6% | +26.3% | -18.7% | -1.6% |
| 3Y | -15.9% | +39.3% | -55.1% | -29.2% |
| 5Y | -24.4% | +41.5% | -65.9% | -36.4% |
| All | -24.4% | +40.8% | -65.2% | -36.4% |
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