+1,697.2%
ACN vs CLF
+615.9%
+1,081.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.1% | -3.5% |
| 7D | -1.5% | +7.6% | -9.1% | -2.5% |
| 30D | +9.4% | -1.2% | +10.6% | +9.3% |
| 3M | +5.6% | -13.4% | +19.0% | +6.8% |
| 6M | -9.3% | +15.4% | -24.7% | -12.1% |
| YTD | -29.0% | -5.9% | -23.1% | -29.8% |
| 1Y | -24.7% | +18.8% | -43.5% | -28.7% |
| 3Y | -39.8% | -19.4% | -20.4% | -42.4% |
| 5Y | -40.9% | -47.7% | +6.8% | -41.7% |
| 10Y | +91.1% | +130.4% | -39.3% | +40.3% |
| All | +1,697.2% | +615.9% | +1,081.3% | +487.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling