-40.4%
ACN vs CME
+53.1%
-93.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.8% | +3.3% |
| 7D | -1.5% | -1.6% | +0.1% | -1.3% |
| 30D | +2.1% | +5.6% | -3.5% | +1.3% |
| 3M | +11.1% | +5.6% | +5.5% | +9.4% |
| 6M | -6.8% | -8.3% | +1.4% | -7.5% |
| YTD | -30.0% | +4.3% | -34.4% | -30.8% |
| 1Y | -23.1% | +9.1% | -32.2% | -24.0% |
| 3Y | -40.4% | +52.1% | -92.4% | -44.3% |
| All | -40.4% | +53.1% | -93.5% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling