-35.3%
CLS vs ACGL
+21.8%
-57.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.8% | +7.1% | +8.9% |
| 7D | -10.6% | -1.1% | -9.5% | -11.6% |
| 30D | -38.4% | +13.1% | -51.6% | -26.3% |
| 3M | -29.9% | +9.8% | -39.7% | -18.8% |
| 6M | -40.6% | +15.3% | -55.9% | -22.4% |
| YTD | -24.6% | +12.7% | -37.3% | +0.5% |
| All | -35.3% | +21.8% | -57.1% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling