+3,067.5%
CLS vs ACHR
-57.3%
+3,124.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -10.9% | +15.5% | +6.7% |
| 7D | +23.5% | +11.9% | +11.6% | +20.3% |
| 30D | -28.9% | -2.5% | -26.5% | -28.7% |
| 3M | -25.2% | -31.2% | +6.0% | -20.0% |
| 6M | -32.1% | -32.2% | +0.1% | -27.9% |
| YTD | -14.1% | -42.4% | +28.4% | -7.0% |
| 1Y | -24.1% | -49.9% | +25.9% | -15.6% |
| 3Y | +897.0% | -12.9% | +909.9% | +859.2% |
| 5Y | +2,089.9% | -24.6% | +2,114.5% | +1,814.4% |
| All | +3,067.5% | -57.3% | +3,124.8% | +2,671.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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