-9.8%
ACHR vs CL
+30.5%
-40.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -1.2% |
| 7D | -0.7% | -2.2% | +1.5% | -1.2% |
| 30D | +9.8% | -4.8% | +14.6% | +8.6% |
| 3M | -10.5% | +4.9% | -15.4% | -9.6% |
| 6M | -15.5% | -5.7% | -9.8% | -16.4% |
| YTD | -24.1% | +14.4% | -38.5% | -21.7% |
| 1Y | -32.4% | +8.7% | -41.2% | -30.2% |
| All | -9.8% | +30.5% | -40.3% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling