+3,269.5%
CLS vs ACGL
+161.8%
+3,107.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.9% |
| 7D | +4.6% | -0.7% | +5.3% | +4.6% |
| 30D | -13.9% | -1.0% | -12.9% | -13.9% |
| 3M | -26.6% | +11.0% | -37.6% | -27.2% |
| 6M | +15.4% | -0.3% | +15.7% | +15.5% |
| YTD | +5.7% | +2.3% | +3.4% | +5.1% |
| 1Y | +41.1% | +6.4% | +34.7% | +38.9% |
| 3Y | +1,228.6% | +34.0% | +1,194.6% | +1,058.9% |
| All | +3,269.5% | +161.8% | +3,107.7% | +1,772.7% |
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