+1,697.2%
ACN vs CL
+457.5%
+1,239.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.6% |
| 7D | -1.5% | -2.2% | +0.7% | -0.5% |
| 30D | +9.4% | -4.8% | +14.2% | +12.0% |
| 3M | +5.6% | +4.9% | +0.7% | +3.5% |
| 6M | -9.3% | -5.7% | -3.5% | -6.9% |
| YTD | -29.0% | +14.4% | -43.4% | -33.9% |
| 1Y | -24.7% | +8.7% | -33.4% | -28.3% |
| 3Y | -39.8% | +30.0% | -69.8% | -48.7% |
| 5Y | -40.9% | +28.4% | -69.3% | -49.7% |
| 10Y | +91.1% | +50.1% | +41.0% | +48.0% |
| All | +1,697.2% | +457.5% | +1,239.7% | +709.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling