+4.3%
ACN vs CRL
+97.0%
-92.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | -5.7% | +8.9% | -14.6% | -6.9% |
| 30D | +17.0% | +14.0% | +3.1% | +13.3% |
| 3M | +39.9% | +19.8% | +20.0% | +33.4% |
| 6M | +50.2% | +102.0% | -51.8% | +21.9% |
| YTD | -4.2% | +70.8% | -75.0% | -14.0% |
| 1Y | +4.3% | +98.7% | -94.4% | -12.7% |
| All | +4.3% | +97.0% | -92.7% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling