+156.3%
ACN vs CLF
+92.7%
+63.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.0% | -9.3% | -3.3% |
| 7D | -2.5% | -14.1% | +11.6% | -0.7% |
| 30D | +22.6% | -5.5% | +28.2% | +22.7% |
| 3M | +45.9% | 0.0% | +45.9% | +44.3% |
| 6M | +43.8% | +11.3% | +32.6% | +38.7% |
| YTD | -2.5% | -7.7% | +5.2% | -4.4% |
| 1Y | +6.5% | +17.5% | -11.1% | +0.3% |
| 3Y | -14.2% | -25.4% | +11.3% | -18.0% |
| 5Y | -24.4% | -46.0% | +21.5% | -26.4% |
| 10Y | +156.3% | +80.1% | +76.2% | +84.0% |
| All | +156.3% | +92.7% | +63.6% | +84.0% |
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