-40.6%
ACN vs CLS
+3,233.5%
-3,274.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.4% |
| 7D | -1.5% | +4.6% | -6.1% | -1.9% |
| 30D | +9.4% | -13.9% | +23.3% | +10.3% |
| 3M | +5.6% | -26.6% | +32.2% | +7.4% |
| 6M | -9.3% | +15.4% | -24.7% | -12.5% |
| YTD | -29.0% | +5.7% | -34.6% | -31.3% |
| 1Y | -24.7% | +41.1% | -65.8% | -31.2% |
| 3Y | -39.8% | +1,228.6% | -1,268.4% | -69.5% |
| All | -40.6% | +3,233.5% | -3,274.1% | -78.3% |
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