-55.5%
ACHR vs CL
+29.9%
-85.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -2.2% | +16.9% | +14.3% |
| 7D | +5.7% | +1.3% | +4.4% | +6.0% |
| 30D | -4.9% | +11.4% | -16.3% | -3.0% |
| 3M | -15.1% | +4.4% | -19.5% | -14.2% |
| 6M | -30.7% | +10.8% | -41.5% | -29.2% |
| YTD | -41.0% | +25.1% | -66.1% | -38.7% |
| 1Y | -50.0% | +28.0% | -78.0% | -47.9% |
| 3Y | -17.0% | +37.6% | -54.6% | -13.3% |
| 5Y | -29.4% | +39.7% | -69.1% | -28.0% |
| All | -55.5% | +29.9% | -85.3% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling