+272.2%
ACGL vs CLBK
+66.9%
+205.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -2.9% | +1.1% | -4.1% | -3.3% |
| 30D | -2.8% | +7.8% | -10.6% | -5.5% |
| 3M | +6.8% | +23.9% | -17.1% | -1.5% |
| 6M | -1.5% | +42.3% | -43.9% | -13.9% |
| YTD | -0.2% | +65.4% | -65.6% | -17.8% |
| 1Y | +5.3% | +70.3% | -65.0% | -14.8% |
| 3Y | +30.3% | +54.5% | -24.2% | +3.9% |
| 5Y | +151.8% | +43.1% | +108.7% | +85.5% |
| All | +272.2% | +66.9% | +205.3% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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