+42.8%
CL vs ACM
+1.8%
+41.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.1% |
| 7D | +5.9% | +5.1% | +0.9% | +5.5% |
| 30D | +13.8% | +11.5% | +2.3% | +12.7% |
| 3M | +6.4% | -10.5% | +16.9% | +7.1% |
| 6M | +15.6% | -20.4% | +36.0% | +17.6% |
| YTD | +27.9% | -28.9% | +56.7% | +31.0% |
| 1Y | +31.4% | -48.7% | +80.1% | +40.0% |
| 3Y | +41.4% | -12.5% | +53.9% | +36.7% |
| 5Y | +42.8% | +0.5% | +42.3% | +32.6% |
| All | +42.8% | +1.8% | +41.0% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling