+89.6%
CL vs ACM
+132.6%
-43.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.7% |
| 7D | +3.2% | +5.6% | -2.4% | +2.4% |
| 30D | +8.0% | +20.8% | -12.8% | +5.1% |
| 3M | +7.9% | +11.4% | -3.5% | +6.0% |
| 6M | +14.7% | +0.9% | +13.8% | +14.0% |
| YTD | +29.2% | -24.8% | +54.0% | +33.6% |
| 1Y | +29.5% | -46.4% | +76.0% | +41.6% |
| 3Y | +40.7% | -9.2% | +49.9% | +38.2% |
| 5Y | +43.9% | +5.0% | +38.9% | +36.0% |
| All | +89.6% | +132.6% | -43.0% | +48.7% |
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