+728.5%
CLS vs ACGL
+35.5%
+693.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.1% | -12.9% | -13.1% |
| 7D | -27.3% | +6.4% | -33.7% | -25.0% |
| 30D | -47.0% | +16.6% | -63.6% | -43.0% |
| 3M | -43.3% | +11.6% | -54.9% | -39.9% |
| 6M | -50.8% | +17.5% | -68.2% | -46.2% |
| YTD | -30.4% | +15.3% | -45.7% | -24.0% |
| 1Y | -41.7% | +26.3% | -68.0% | -35.5% |
| All | +728.5% | +35.5% | +693.0% | +811.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling