+88.5%
ACN vs CME
+280.6%
-192.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -6.3% | -0.6% | -5.7% | -6.0% |
| 30D | -1.4% | +4.7% | -6.1% | -3.3% |
| 3M | +2.6% | +7.8% | -5.3% | -0.7% |
| 6M | -14.3% | -11.0% | -3.3% | -10.5% |
| YTD | -33.1% | +4.0% | -37.1% | -34.8% |
| 1Y | -28.8% | +9.1% | -37.9% | -32.2% |
| 3Y | -43.0% | +52.3% | -95.2% | -54.4% |
| 5Y | -44.0% | +76.1% | -120.1% | -58.8% |
| 10Y | +88.5% | +280.6% | -192.1% | +12.4% |
| All | +88.5% | +280.6% | -192.1% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling