-51.8%
ACHR vs CL
+31.7%
-83.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.4% | +6.9% | +8.6% |
| 7D | +15.3% | +0.5% | +14.8% | +15.5% |
| 30D | -3.0% | +11.6% | -14.6% | -1.0% |
| 3M | -14.0% | +5.6% | -19.6% | -12.8% |
| 6M | -25.8% | +13.2% | -38.9% | -23.9% |
| YTD | -36.0% | +26.9% | -63.0% | -33.5% |
| 1Y | -41.2% | +27.3% | -68.5% | -38.8% |
| 3Y | -8.6% | +39.7% | -48.3% | -4.2% |
| 5Y | -20.6% | +41.3% | -61.9% | -18.7% |
| All | -51.8% | +31.7% | -83.5% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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