+152.3%
ACN vs CLF
+74.2%
+78.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.7% |
| 7D | -3.8% | +10.4% | -14.2% | -5.2% |
| 30D | +16.5% | +0.6% | +16.0% | +15.5% |
| 3M | +41.5% | +4.1% | +37.3% | +39.0% |
| 6M | +60.1% | +15.1% | +45.0% | +53.6% |
| YTD | -3.9% | -4.7% | +0.8% | -6.3% |
| 1Y | +4.1% | +20.4% | -16.3% | -2.2% |
| 3Y | -15.9% | -23.4% | +7.5% | -19.9% |
| 5Y | -26.3% | -43.3% | +16.9% | -28.8% |
| All | +152.3% | +74.2% | +78.1% | +81.5% |
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