+1,628.1%
CLS vs ACGL
+337.7%
+1,290.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.5% |
| 7D | -22.2% | +0.9% | -23.0% | -22.6% |
| 30D | -44.4% | +13.7% | -58.1% | -47.2% |
| 3M | -34.3% | +8.0% | -42.3% | -36.6% |
| 6M | -50.1% | +13.3% | -63.3% | -53.2% |
| YTD | -30.1% | +11.8% | -41.9% | -35.0% |
| 1Y | -39.3% | +22.2% | -61.6% | -45.9% |
| 3Y | +732.7% | +32.5% | +700.2% | +572.3% |
| 5Y | +1,777.2% | +160.2% | +1,617.0% | +894.8% |
| All | +1,628.1% | +337.7% | +1,290.4% | +760.8% |
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