-39.4%
ACN vs CLS
+1,240.6%
-1,280.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.3% |
| 7D | -1.5% | +4.6% | -6.1% | -1.6% |
| 30D | +9.4% | -13.9% | +23.3% | +9.4% |
| 3M | +5.6% | -26.6% | +32.2% | +6.0% |
| 6M | -9.3% | +15.4% | -24.7% | -10.1% |
| YTD | -29.0% | +5.7% | -34.6% | -29.6% |
| 1Y | -24.7% | +41.1% | -65.8% | -27.1% |
| All | -39.4% | +1,240.6% | -1,280.0% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling