-44.0%
ACI vs CLBK
+41.8%
-85.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.3% |
| 7D | -5.0% | -1.5% | -3.6% | -4.9% |
| 30D | -2.3% | +6.7% | -9.0% | -3.0% |
| 3M | -23.2% | +21.2% | -44.3% | -24.8% |
| 6M | -29.5% | +42.0% | -71.4% | -32.2% |
| YTD | -28.6% | +63.3% | -91.9% | -32.5% |
| 1Y | -34.0% | +65.4% | -99.4% | -37.9% |
| 3Y | -45.0% | +52.5% | -97.4% | -48.2% |
| 5Y | -44.0% | +42.0% | -86.0% | -50.8% |
| All | -44.0% | +41.8% | -85.8% | -50.8% |
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