+1,980.9%
CLS vs ACHR
-29.8%
+2,010.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.9% | +1.5% | -4.0% |
| 7D | +16.3% | -9.2% | +25.5% | +18.4% |
| 30D | -25.7% | -1.0% | -24.7% | -25.6% |
| 3M | -30.9% | -42.2% | +11.3% | -23.2% |
| 6M | -35.5% | -38.2% | +2.7% | -30.0% |
| YTD | -18.7% | -46.4% | +27.7% | -10.4% |
| 1Y | -17.9% | -49.4% | +31.5% | -8.5% |
| 3Y | +838.1% | -22.5% | +860.6% | +819.5% |
| All | +1,980.9% | -29.8% | +2,010.7% | +1,693.3% |
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