+99.7%
CLF vs ACGL
+337.7%
-238.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +3.5% |
| 7D | -19.6% | +0.9% | -20.4% | -20.2% |
| 30D | -5.0% | +13.7% | -18.7% | -12.8% |
| 3M | -6.3% | +8.0% | -14.3% | -11.6% |
| 6M | +2.8% | +13.3% | -10.5% | -7.0% |
| YTD | -13.7% | +11.8% | -25.5% | -21.6% |
| 1Y | +13.6% | +22.2% | -8.7% | -2.6% |
| 3Y | -34.0% | +32.5% | -66.5% | -49.5% |
| 5Y | -48.7% | +160.2% | -208.9% | -77.2% |
| All | +99.7% | +337.7% | -238.0% | -43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling