-43.6%
ACI vs CLBK
+55.4%
-99.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -2.6% | +1.1% | -3.7% | -2.7% |
| 30D | +1.1% | +7.8% | -6.7% | +0.4% |
| 3M | -23.6% | +23.9% | -47.5% | -25.0% |
| 6M | -29.9% | +42.3% | -72.3% | -32.1% |
| YTD | -26.9% | +65.4% | -92.3% | -30.0% |
| 1Y | -34.2% | +70.3% | -104.6% | -37.4% |
| 3Y | -43.6% | +54.5% | -98.1% | -46.4% |
| All | -43.6% | +55.4% | -99.0% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling