-24.7%
ACN vs CME
+8.4%
-33.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -1.5% | -1.6% | +0.1% | -1.1% |
| 30D | +9.4% | +6.2% | +3.1% | +7.4% |
| 3M | +5.6% | +10.4% | -4.8% | +1.9% |
| 6M | -9.3% | -9.5% | +0.3% | -10.4% |
| YTD | -29.0% | +6.0% | -35.0% | -30.2% |
| 1Y | -24.7% | +9.3% | -33.9% | -26.7% |
| All | -24.7% | +8.4% | -33.1% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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