+2,361.1%
ACN vs CL
+519.0%
+1,842.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.0% |
| 3M | +42.2% | +6.8% | +35.4% | +37.7% |
| 6M | +50.1% | +14.3% | +35.9% | +41.0% |
| YTD | -2.7% | +27.0% | -29.7% | -13.9% |
| 1Y | +7.6% | +26.3% | -18.7% | -4.6% |
| 3Y | -15.9% | +39.3% | -55.1% | -30.5% |
| 5Y | -24.4% | +41.5% | -65.9% | -38.5% |
| 10Y | +151.4% | +84.1% | +67.3% | +76.7% |
| All | +2,361.1% | +519.0% | +1,842.1% | +954.5% |
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