-22.5%
ACN vs CME
+69.3%
-91.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | +0.9% | +0.9% | 0.0% | +0.6% |
| 30D | +33.5% | +13.2% | +20.4% | +28.5% |
| 3M | +53.5% | +16.3% | +37.2% | +46.4% |
| 6M | +52.2% | +7.1% | +45.1% | +47.8% |
| YTD | -0.1% | +15.8% | -15.9% | -5.3% |
| 1Y | +11.0% | +17.1% | -6.0% | +4.8% |
| 3Y | -11.8% | +63.2% | -74.9% | -28.2% |
| All | -22.5% | +69.3% | -91.8% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling