+153.7%
ACN vs CRL
+353.6%
-199.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.8% | +2.3% |
| 7D | +1.6% | -1.7% | +3.3% | +1.6% |
| 30D | +24.6% | +14.6% | +10.1% | +18.0% |
| 3M | +46.2% | +24.8% | +21.4% | +33.7% |
| 6M | +46.2% | +94.7% | -48.5% | +13.6% |
| YTD | -0.9% | +73.4% | -74.2% | -20.4% |
| 1Y | +8.8% | +104.7% | -95.9% | -17.7% |
| 3Y | -14.3% | +101.1% | -115.3% | -39.9% |
| 5Y | -22.6% | -10.8% | -11.8% | -25.8% |
| 10Y | +153.7% | +358.8% | -205.1% | +18.8% |
| All | +153.7% | +353.6% | -199.9% | +18.8% |
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