-42.9%
ACN vs CME
+77.1%
-120.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.8% |
| 7D | -4.8% | -2.9% | -1.9% | -3.9% |
| 30D | +1.9% | +5.5% | -3.6% | +0.1% |
| 3M | +3.9% | +11.0% | -7.1% | +0.5% |
| 6M | -15.0% | -9.7% | -5.3% | -13.0% |
| YTD | -31.9% | +4.9% | -36.8% | -33.4% |
| 1Y | -28.5% | +10.1% | -38.6% | -31.3% |
| 3Y | -41.9% | +53.5% | -95.4% | -52.5% |
| 5Y | -42.9% | +77.2% | -120.0% | -58.1% |
| All | -42.9% | +77.1% | -120.0% | -58.1% |
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