+126.4%
CLF vs ACGL
+276.1%
-149.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.9% |
| 7D | +7.6% | -0.7% | +8.3% | +8.0% |
| 30D | -1.2% | -1.0% | -0.2% | -0.8% |
| 3M | -13.4% | +11.0% | -24.4% | -19.8% |
| 6M | +15.4% | -0.3% | +15.7% | +13.6% |
| YTD | -5.9% | +2.3% | -8.1% | -9.0% |
| 1Y | +18.8% | +6.4% | +12.4% | +11.1% |
| 3Y | -19.4% | +34.0% | -53.4% | -39.5% |
| 5Y | -47.7% | +161.6% | -209.4% | -77.3% |
| All | +126.4% | +276.1% | -149.6% | -31.5% |
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