+2,427.5%
ACN vs CLS
+416.7%
+2,010.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +0.9% | -22.2% | +23.0% | +5.2% |
| 30D | +33.5% | -44.4% | +77.9% | +46.8% |
| 3M | +53.5% | -34.3% | +87.8% | +61.9% |
| 6M | +52.2% | -50.1% | +102.3% | +65.2% |
| YTD | -0.1% | -30.1% | +30.0% | -1.6% |
| 1Y | +11.0% | -39.3% | +50.4% | +11.0% |
| 3Y | -11.8% | +732.7% | -744.5% | -57.4% |
| 5Y | -22.8% | +1,777.2% | -1,800.0% | -70.3% |
| 10Y | +162.4% | +1,645.6% | -1,483.2% | -6.5% |
| All | +2,427.5% | +416.7% | +2,010.8% | +745.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling