+17.7%
ACI vs CLBK
+92.3%
-74.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | -7.1% | -1.4% | -5.7% | -6.9% |
| 30D | -4.5% | +4.5% | -9.0% | -5.0% |
| 3M | -22.3% | +22.8% | -45.1% | -24.2% |
| 6M | -28.4% | +43.4% | -71.9% | -31.4% |
| YTD | -29.5% | +64.1% | -93.6% | -33.6% |
| 1Y | -34.2% | +67.6% | -101.8% | -38.3% |
| 3Y | -45.7% | +53.3% | -98.9% | -49.1% |
| 5Y | -40.8% | +44.8% | -85.6% | -45.1% |
| All | +17.7% | +92.3% | -74.6% | +8.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling