+365.2%
CL vs ACM
+233.2%
+132.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.3% |
| 7D | +5.9% | +5.1% | +0.9% | +5.1% |
| 30D | +13.8% | +11.5% | +2.3% | +11.8% |
| 3M | +6.4% | -10.5% | +16.9% | +8.0% |
| 6M | +15.6% | -20.4% | +36.0% | +19.2% |
| YTD | +27.9% | -28.9% | +56.7% | +33.6% |
| 1Y | +31.4% | -48.7% | +80.1% | +44.7% |
| 3Y | +41.4% | -12.5% | +53.9% | +40.7% |
| 5Y | +42.8% | +0.5% | +42.3% | +37.4% |
| 10Y | +79.7% | +161.2% | -81.5% | +39.8% |
| All | +365.2% | +233.2% | +132.0% | +203.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling