+151.4%
ACN vs CLF
+83.8%
+67.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.2% |
| 7D | -4.0% | +2.3% | -6.4% | -4.5% |
| 30D | +19.0% | +1.9% | +17.1% | +17.8% |
| 3M | +42.2% | +5.9% | +36.3% | +39.5% |
| 6M | +50.1% | +16.9% | +33.2% | +43.8% |
| YTD | -2.7% | -1.1% | -1.7% | -5.6% |
| 1Y | +7.6% | +28.8% | -21.2% | 0.0% |
| 3Y | -15.9% | -20.6% | +4.7% | -20.3% |
| 5Y | -24.4% | -41.5% | +17.1% | -27.2% |
| 10Y | +151.4% | +87.5% | +63.9% | +79.9% |
| All | +151.4% | +83.8% | +67.6% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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