+1,441.2%
ACN vs CME
+7,469.3%
-6,028.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.8% |
| 6M | -9.3% | -9.5% | +0.3% | -7.0% |
| YTD | -29.0% | +6.0% | -35.0% | -30.4% |
| 1Y | -24.7% | +9.3% | -33.9% | -27.0% |
| 3Y | -39.8% | +57.7% | -97.5% | -48.0% |
| 5Y | -40.9% | +77.7% | -118.6% | -50.8% |
| 10Y | +91.1% | +281.2% | -190.1% | +29.7% |
| All | +1,441.2% | +7,469.3% | -6,028.1% | +375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling