+74.6%
CLF vs ACGL
+324.4%
-249.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.4% |
| 7D | +10.4% | +2.2% | +8.2% | +9.0% |
| 30D | +0.6% | +12.3% | -11.7% | -6.9% |
| 3M | +4.1% | +11.8% | -7.7% | -3.7% |
| 6M | +15.1% | +17.5% | -2.4% | +2.0% |
| YTD | -4.7% | +14.3% | -19.0% | -14.6% |
| 1Y | +20.4% | +18.2% | +2.2% | +5.6% |
| 3Y | -23.4% | +33.2% | -56.5% | -41.3% |
| 5Y | -43.3% | +174.3% | -217.6% | -75.6% |
| All | +74.6% | +324.4% | -249.7% | -47.8% |
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