+43.8%
CL vs ACI
+25.9%
+17.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -2.2% | +0.2% | -2.3% | -2.2% |
| 30D | -4.8% | +5.9% | -10.7% | -5.5% |
| 3M | +4.9% | -19.8% | +24.7% | +7.1% |
| 6M | -5.7% | -24.7% | +19.0% | -3.2% |
| YTD | +14.4% | -24.4% | +38.8% | +17.3% |
| 1Y | +8.7% | -31.5% | +40.2% | +12.6% |
| 3Y | +30.0% | -38.7% | +68.7% | +35.7% |
| 5Y | +28.4% | -42.8% | +71.2% | +33.3% |
| All | +43.8% | +25.9% | +17.9% | +40.3% |
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