-11.8%
ACN vs CLF
-33.4%
+21.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -1.9% |
| 7D | +0.9% | -19.6% | +20.5% | +2.3% |
| 30D | +33.5% | -5.0% | +38.5% | +33.3% |
| 3M | +53.5% | -6.3% | +59.8% | +53.0% |
| 6M | +52.2% | +2.8% | +49.4% | +49.9% |
| YTD | -0.1% | -13.7% | +13.6% | -0.7% |
| 1Y | +11.0% | +13.6% | -2.5% | +7.4% |
| 3Y | -11.8% | -34.0% | +22.2% | -13.9% |
| All | -11.8% | -33.4% | +21.6% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling