+87.4%
ACN vs CLBK
+61.7%
+25.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -1.1% |
| 7D | -5.7% | +2.5% | -8.2% | -6.5% |
| 30D | +17.0% | +3.7% | +13.4% | +15.7% |
| 3M | +39.9% | -3.3% | +43.1% | +41.2% |
| 6M | +50.2% | +29.6% | +20.5% | +37.8% |
| YTD | -4.2% | +60.3% | -64.4% | -18.1% |
| 1Y | +4.3% | +63.4% | -59.1% | -11.4% |
| 3Y | -17.1% | +53.8% | -70.9% | -30.6% |
| 5Y | -26.5% | +29.0% | -55.5% | -37.3% |
| All | +87.4% | +61.7% | +25.7% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling