-24.4%
ACN vs CLBK
+27.8%
-52.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -4.0% | +2.2% | -6.2% | -4.5% |
| 30D | +19.0% | +5.0% | +14.0% | +17.7% |
| 3M | +42.2% | +3.3% | +38.9% | +41.0% |
| 6M | +50.1% | +29.6% | +20.5% | +41.2% |
| YTD | -2.7% | +62.1% | -64.9% | -13.1% |
| 1Y | +7.6% | +64.3% | -56.8% | -4.1% |
| 3Y | -15.9% | +55.6% | -71.5% | -25.6% |
| 5Y | -24.4% | +29.3% | -53.6% | -32.1% |
| All | -24.4% | +27.8% | -52.1% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling