+1,751.5%
CLS vs ACGL
+332.3%
+1,419.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.8% | +7.1% | +7.6% |
| 7D | -10.6% | -1.1% | -9.5% | -10.3% |
| 30D | -38.4% | +13.1% | -51.6% | -41.4% |
| 3M | -29.9% | +9.8% | -39.7% | -32.7% |
| 6M | -40.6% | +15.3% | -55.9% | -44.7% |
| YTD | -24.6% | +12.7% | -37.3% | -30.1% |
| 1Y | -30.8% | +20.7% | -51.5% | -37.9% |
| 3Y | +811.7% | +34.3% | +777.4% | +632.2% |
| 5Y | +1,838.4% | +170.6% | +1,667.8% | +906.8% |
| 10Y | +1,751.5% | +330.6% | +1,420.9% | +821.6% |
| All | +1,751.5% | +332.3% | +1,419.2% | +821.6% |
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