+59.7%
CL vs ACI
+32.1%
+27.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -0.8% | -5.3% | +4.5% | -0.1% |
| 30D | +9.5% | +5.0% | +4.5% | +8.9% |
| 3M | +6.8% | +7.5% | -0.8% | +5.8% |
| 6M | +14.3% | -16.0% | +30.3% | +15.9% |
| YTD | +27.0% | -20.6% | +47.6% | +29.4% |
| 1Y | +26.3% | -23.5% | +49.8% | +29.2% |
| 3Y | +39.3% | -32.1% | +71.4% | +43.8% |
| 5Y | +41.5% | -42.5% | +84.0% | +46.4% |
| All | +59.7% | +32.1% | +27.5% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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