+19.3%
ACI vs CLBK
+91.3%
-72.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.2% |
| 7D | -5.0% | -1.5% | -3.6% | -4.9% |
| 30D | -2.3% | +6.7% | -9.0% | -3.1% |
| 3M | -23.2% | +21.2% | -44.3% | -24.9% |
| 6M | -29.5% | +42.0% | -71.4% | -32.4% |
| YTD | -28.6% | +63.3% | -91.9% | -32.7% |
| 1Y | -34.0% | +65.4% | -99.4% | -38.1% |
| 3Y | -45.0% | +52.5% | -97.4% | -48.4% |
| 5Y | -44.0% | +42.0% | -86.0% | -47.9% |
| All | +19.3% | +91.3% | -72.1% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling