+2,050.9%
ACN vs CME
+8,256.4%
-6,205.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.2% |
| 7D | +1.6% | +1.7% | -0.1% | +1.1% |
| 30D | +24.6% | +10.2% | +14.5% | +21.4% |
| 3M | +46.2% | +17.8% | +28.4% | +39.7% |
| 6M | +46.2% | +11.0% | +35.2% | +41.7% |
| YTD | -0.9% | +17.0% | -17.9% | -5.4% |
| 1Y | +8.8% | +15.8% | -7.0% | +3.9% |
| 3Y | -14.3% | +61.8% | -76.0% | -26.3% |
| 5Y | -22.6% | +72.5% | -95.1% | -35.0% |
| 10Y | +153.7% | +288.0% | -134.3% | +71.2% |
| All | +2,050.9% | +8,256.4% | -6,205.5% | +546.0% |
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