+27.8%
CL vs ACI
-23.2%
+51.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | +0.5% | -5.9% | +6.4% | +1.7% |
| 30D | +11.6% | +7.2% | +4.4% | +10.3% |
| 3M | +5.6% | +8.8% | -3.2% | +4.1% |
| 6M | +13.2% | -17.2% | +30.3% | +15.7% |
| YTD | +26.9% | -21.3% | +48.2% | +29.3% |
| All | +27.8% | -23.2% | +51.0% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling