+20.2%
CLF vs ACGL
+28.7%
-8.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.7% | -11.9% | -8.5% |
| 7D | -7.9% | +8.0% | -15.9% | -6.2% |
| 30D | +5.2% | +17.3% | -12.0% | +8.1% |
| 3M | +4.3% | +11.2% | -6.9% | +6.6% |
| 6M | +25.3% | +18.2% | +7.1% | +29.7% |
| YTD | -3.3% | +15.4% | -18.7% | +5.8% |
| 1Y | +20.2% | +26.5% | -6.3% | +25.9% |
| All | +20.2% | +28.7% | -8.5% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling