+5,331.8%
CLS vs ACI
+21.2%
+5,310.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.2% | +3.3% | +6.5% |
| 7D | +10.9% | -3.7% | +14.7% | +11.0% |
| 30D | +2.1% | +0.6% | +1.5% | +2.0% |
| 3M | -10.2% | -20.3% | +10.1% | -9.9% |
| 6M | +30.4% | -24.7% | +55.0% | +30.8% |
| YTD | +17.2% | -27.2% | +44.5% | +17.8% |
| 1Y | +41.0% | -32.7% | +73.7% | +42.5% |
| 3Y | +1,338.0% | -43.9% | +1,381.9% | +1,370.1% |
| 5Y | +3,860.6% | -38.9% | +3,899.4% | +3,896.4% |
| All | +5,331.8% | +21.2% | +5,310.6% | +5,450.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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