+2,005.0%
CLS vs ACGL
+174.9%
+1,830.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.8% | -1.4% | +4.1% | +2.7% |
| 30D | -30.1% | +12.4% | -42.5% | -29.8% |
| 3M | -21.7% | +11.1% | -32.8% | -21.4% |
| 6M | -36.2% | +16.3% | -52.6% | -36.1% |
| YTD | -17.8% | +13.8% | -31.6% | -17.8% |
| 1Y | -26.8% | +20.4% | -47.2% | -27.6% |
| 3Y | +853.4% | +33.6% | +819.8% | +779.0% |
| 5Y | +2,005.0% | +176.8% | +1,828.2% | +1,081.0% |
| All | +2,005.0% | +174.9% | +1,830.1% | +1,081.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling