+3,542.1%
CLS vs ACHR
-41.7%
+3,583.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.1% | +3.5% | +5.2% |
| 7D | +12.8% | +4.9% | +7.9% | +11.8% |
| 30D | +3.8% | +4.3% | -0.5% | +2.3% |
| 3M | -14.6% | +1.7% | -16.4% | -16.0% |
| 6M | +32.2% | -6.9% | +39.1% | +32.4% |
| YTD | +11.6% | -22.5% | +34.1% | +14.6% |
| 1Y | +35.1% | -31.5% | +66.5% | +40.0% |
| 3Y | +1,312.5% | -14.4% | +1,326.9% | +1,236.1% |
| 5Y | +3,542.1% | -41.6% | +3,583.7% | +2,899.5% |
| All | +3,542.1% | -41.7% | +3,583.8% | +2,899.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling