-22.5%
ACN vs CLS
+1,775.5%
-1,798.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | +0.9% | -22.2% | +23.0% | +2.0% |
| 30D | +33.5% | -44.4% | +77.9% | +37.3% |
| 3M | +53.5% | -34.3% | +87.8% | +55.6% |
| 6M | +52.2% | -50.1% | +102.3% | +56.3% |
| YTD | -0.1% | -30.1% | +30.0% | -2.0% |
| 1Y | +11.0% | -39.3% | +50.4% | +10.1% |
| 3Y | -11.8% | +732.7% | -744.5% | -54.7% |
| All | -22.5% | +1,775.5% | -1,798.0% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling