+156.3%
ACN vs CLS
+1,765.4%
-1,609.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.9% | -10.2% | -3.2% |
| 7D | -2.5% | -10.6% | +8.0% | -1.6% |
| 30D | +22.6% | -38.4% | +61.1% | +28.6% |
| 3M | +45.9% | -29.9% | +75.8% | +49.5% |
| 6M | +43.8% | -40.6% | +84.5% | +48.2% |
| YTD | -2.5% | -24.6% | +22.1% | -5.0% |
| 1Y | +6.5% | -30.8% | +37.3% | +4.0% |
| 3Y | -14.2% | +811.7% | -825.9% | -57.3% |
| 5Y | -24.4% | +1,838.4% | -1,862.9% | -70.4% |
| 10Y | +156.3% | +1,751.5% | -1,595.2% | -18.8% |
| All | +156.3% | +1,765.4% | -1,609.1% | -18.8% |
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