+59.8%
CL vs ACI
+34.0%
+25.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.1% |
| 7D | +2.6% | -0.6% | +3.2% | +2.7% |
| 30D | +11.8% | +9.5% | +2.2% | +10.5% |
| 3M | +5.9% | +10.1% | -4.2% | +4.6% |
| 6M | +13.3% | -15.4% | +28.7% | +14.8% |
| YTD | +27.1% | -19.5% | +46.7% | +29.3% |
| 1Y | +28.0% | -21.0% | +49.0% | +30.4% |
| 3Y | +39.4% | -31.2% | +70.6% | +43.7% |
| 5Y | +40.8% | -40.6% | +81.3% | +45.3% |
| All | +59.8% | +34.0% | +25.8% | +54.6% |
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