+152.3%
ACN vs CLS
+1,916.3%
-1,764.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.8% |
| 7D | -3.8% | +16.3% | -20.1% | -5.5% |
| 30D | +16.5% | -25.7% | +42.2% | +19.5% |
| 3M | +41.5% | -30.9% | +72.3% | +45.4% |
| 6M | +60.1% | -35.5% | +95.6% | +63.3% |
| YTD | -3.9% | -18.7% | +14.7% | -7.3% |
| 1Y | +4.1% | -17.9% | +22.0% | -0.7% |
| 3Y | -15.9% | +838.1% | -854.0% | -58.0% |
| 5Y | -26.3% | +1,971.9% | -1,998.2% | -71.3% |
| All | +152.3% | +1,916.3% | -1,764.0% | -20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling