+60.8%
CL vs ACI
+34.5%
+26.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.6% | +0.4% |
| 7D | +5.9% | +3.5% | +2.4% | +5.5% |
| 30D | +13.8% | +16.8% | -3.0% | +11.7% |
| 3M | +6.4% | +13.1% | -6.7% | +4.8% |
| 6M | +15.6% | -15.6% | +31.3% | +17.2% |
| YTD | +27.9% | -19.2% | +47.1% | +30.0% |
| 1Y | +31.4% | -20.7% | +52.1% | +33.9% |
| 3Y | +41.4% | -33.4% | +74.7% | +46.1% |
| 5Y | +42.8% | -41.7% | +84.5% | +47.4% |
| All | +60.8% | +34.5% | +26.3% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling