+316.0%
CL vs ACM
+230.8%
+85.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.2% | -3.7% | +1.6% | -1.6% |
| 30D | -4.8% | -11.1% | +6.3% | -3.2% |
| 3M | +4.9% | -8.0% | +12.9% | +5.9% |
| 6M | -5.7% | -29.7% | +23.9% | -0.8% |
| YTD | +14.4% | -29.4% | +43.8% | +19.8% |
| 1Y | +8.7% | -46.4% | +55.2% | +18.8% |
| 3Y | +30.0% | -22.3% | +52.3% | +32.0% |
| 5Y | +28.4% | +4.5% | +23.9% | +22.6% |
| 10Y | +50.1% | +127.6% | -77.6% | +19.6% |
| All | +316.0% | +230.8% | +85.3% | +172.3% |
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