+151.8%
ACN vs CRL
+354.1%
-202.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.3% |
| 7D | -5.7% | +8.9% | -14.6% | -8.5% |
| 30D | +17.0% | +14.0% | +3.1% | +11.0% |
| 3M | +39.9% | +19.8% | +20.0% | +29.6% |
| 6M | +50.2% | +102.0% | -51.8% | +15.2% |
| YTD | -4.2% | +70.8% | -75.0% | -22.7% |
| 1Y | +4.3% | +98.7% | -94.4% | -20.3% |
| 3Y | -17.1% | +98.2% | -115.3% | -41.7% |
| 5Y | -26.5% | -11.7% | -14.8% | -29.3% |
| All | +151.8% | +354.1% | -202.3% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling