+2,757.7%
CLS vs ACGL
+270.2%
+2,487.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | +4.6% | -0.7% | +5.3% | +4.9% |
| 30D | -13.9% | -1.0% | -12.9% | -13.7% |
| 3M | -26.6% | +11.0% | -37.6% | -30.2% |
| 6M | +15.4% | -0.3% | +15.7% | +13.7% |
| YTD | +5.7% | +2.3% | +3.4% | +2.2% |
| 1Y | +41.1% | +6.4% | +34.7% | +32.7% |
| 3Y | +1,228.6% | +34.0% | +1,194.6% | +957.5% |
| 5Y | +3,240.6% | +161.6% | +3,079.0% | +1,653.0% |
| All | +2,757.7% | +270.2% | +2,487.6% | +1,375.1% |
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