+76.3%
CL vs ACM
+147.1%
-70.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.2% | -3.8% | +0.7% |
| 7D | +0.5% | +6.9% | -6.4% | -0.4% |
| 30D | +11.6% | +19.1% | -7.5% | +8.9% |
| 3M | +5.6% | -6.9% | +12.5% | +6.4% |
| 6M | +13.2% | -12.0% | +25.2% | +14.6% |
| YTD | +26.9% | -25.1% | +52.0% | +31.1% |
| 1Y | +27.3% | -45.4% | +72.7% | +38.2% |
| 3Y | +39.7% | -6.9% | +46.6% | +36.8% |
| 5Y | +41.3% | +3.7% | +37.6% | +34.4% |
| 10Y | +76.3% | +135.8% | -59.5% | +42.0% |
| All | +76.3% | +147.1% | -70.8% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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