+2,427.5%
ACN vs CL
+509.9%
+1,917.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.7% |
| 7D | +0.9% | +1.3% | -0.5% | +0.3% |
| 30D | +33.5% | +11.4% | +22.2% | +27.0% |
| 3M | +53.5% | +4.4% | +49.0% | +50.3% |
| 6M | +52.2% | +10.8% | +41.4% | +45.2% |
| YTD | -0.1% | +25.1% | -25.2% | -10.9% |
| 1Y | +11.0% | +28.0% | -16.9% | -2.1% |
| 3Y | -11.8% | +37.6% | -49.4% | -26.6% |
| 5Y | -22.8% | +39.7% | -62.5% | -36.8% |
| 10Y | +162.4% | +75.8% | +86.7% | +88.4% |
| All | +2,427.5% | +509.9% | +1,917.6% | +990.9% |
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