+5.8%
CLF vs ACGL
+19.0%
-13.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.1% | -12.1% | -12.3% |
| 7D | -21.0% | +6.4% | -27.3% | -17.3% |
| 30D | -8.0% | +16.6% | -24.6% | +1.7% |
| 3M | -10.9% | +11.6% | -22.5% | -4.1% |
| 6M | +5.8% | +17.5% | -11.6% | +26.9% |
| All | +5.8% | +19.0% | -13.1% | +26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling