+39.9%
CL vs ACI
-43.3%
+83.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.6% |
| 7D | +1.3% | -2.2% | +3.5% | +1.7% |
| 30D | +11.4% | +10.3% | +1.1% | +9.6% |
| 3M | +4.4% | +7.2% | -2.8% | +3.2% |
| 6M | +10.8% | -18.0% | +28.8% | +13.4% |
| YTD | +25.1% | -22.0% | +47.1% | +28.8% |
| 1Y | +28.0% | -23.4% | +51.3% | +32.0% |
| 3Y | +37.6% | -35.8% | +73.4% | +45.2% |
| All | +39.9% | -43.3% | +83.2% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling