+11.9%
ACN vs CLS
-28.7%
+40.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -9.1% | +12.9% | +2.7% |
| 7D | +8.6% | -21.1% | +29.7% | +5.9% |
| 30D | +36.6% | -38.2% | +74.8% | +30.8% |
| 3M | +56.3% | -36.3% | +92.6% | +50.4% |
| 6M | +49.7% | -43.8% | +93.5% | +43.7% |
| YTD | +1.3% | -20.0% | +21.4% | +2.1% |
| 1Y | +11.9% | -29.6% | +41.5% | +12.3% |
| All | +11.9% | -28.7% | +40.7% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling