-40.6%
ACN vs CRL
-35.5%
-5.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.7% | -2.9% |
| 7D | -1.5% | -1.0% | -0.5% | -1.3% |
| 30D | +9.4% | +10.7% | -1.3% | +6.5% |
| 3M | +5.6% | +55.3% | -49.6% | -6.5% |
| 6M | -9.3% | +60.7% | -69.9% | -21.0% |
| YTD | -29.0% | +44.6% | -73.6% | -36.4% |
| 1Y | -24.7% | +77.7% | -102.4% | -36.5% |
| 3Y | -39.8% | +37.6% | -77.5% | -48.1% |
| All | -40.6% | -35.5% | -5.1% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling