+32.7%
ACGL vs CLBK
+54.8%
-22.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -1.2% | +2.5% | -3.7% | -1.5% |
| 30D | +12.8% | +3.7% | +9.1% | +12.3% |
| 3M | +12.3% | -3.3% | +15.5% | +12.6% |
| 6M | +15.8% | +29.6% | -13.8% | +12.1% |
| YTD | +13.9% | +60.3% | -46.4% | +7.4% |
| 1Y | +19.0% | +63.4% | -44.4% | +11.9% |
| All | +32.7% | +54.8% | -22.1% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling