+33.3%
ACI vs CLBK
+86.8%
-53.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | +2.3% | +0.9% | +1.4% | +2.2% |
| 30D | +1.2% | +3.4% | -2.2% | +0.9% |
| 3M | +6.8% | -4.3% | +11.1% | +7.3% |
| 6M | -18.7% | +28.4% | -47.1% | -21.2% |
| YTD | -20.2% | +59.4% | -79.6% | -24.7% |
| 1Y | -23.7% | +64.8% | -88.5% | -28.3% |
| 3Y | -31.6% | +50.6% | -82.2% | -35.8% |
| 5Y | -42.8% | +28.3% | -71.1% | -45.9% |
| All | +33.3% | +86.8% | -53.6% | +23.6% |
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