+88.7%
ACN vs CRL
+241.6%
-152.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -3.2% |
| 7D | -4.8% | -0.6% | -4.3% | -4.6% |
| 30D | +1.9% | +5.0% | -3.1% | +0.2% |
| 3M | +3.9% | +50.6% | -46.7% | -10.2% |
| 6M | -15.0% | +60.9% | -75.9% | -29.0% |
| YTD | -31.9% | +40.7% | -72.6% | -40.4% |
| 1Y | -28.5% | +73.3% | -101.8% | -42.3% |
| 3Y | -41.9% | +40.6% | -82.5% | -52.9% |
| 5Y | -42.9% | -37.0% | -5.9% | -37.1% |
| 10Y | +88.7% | +244.3% | -155.5% | +2.9% |
| All | +88.7% | +241.6% | -152.9% | +2.9% |
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