+7.0%
ACN vs CLS
-34.6%
+41.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.9% | -10.2% | -1.4% |
| 7D | -2.5% | -10.6% | +8.0% | -3.6% |
| 30D | +22.6% | -38.4% | +61.1% | +17.2% |
| 3M | +45.9% | -29.9% | +75.8% | +41.5% |
| 6M | +43.8% | -40.6% | +84.5% | +38.5% |
| YTD | -2.5% | -24.6% | +22.1% | -2.1% |
| All | +7.0% | -34.6% | +41.6% | +6.5% |
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