-42.5%
ACI vs CLBK
+27.8%
-70.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -5.3% | +2.2% | -7.5% | -5.5% |
| 30D | +5.0% | +5.0% | +0.1% | +4.5% |
| 3M | +7.5% | +3.3% | +4.3% | +7.1% |
| 6M | -16.0% | +29.6% | -45.6% | -18.3% |
| YTD | -20.6% | +62.1% | -82.8% | -24.7% |
| 1Y | -23.5% | +64.3% | -87.9% | -27.6% |
| 3Y | -32.1% | +55.6% | -87.8% | -36.0% |
| 5Y | -42.5% | +29.3% | -71.8% | -47.0% |
| All | -42.5% | +27.8% | -70.3% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling