+3,667.1%
CLS vs ACI
+32.8%
+3,634.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.4% |
| 7D | +16.3% | +2.3% | +14.0% | +16.3% |
| 30D | -25.7% | +1.2% | -26.9% | -25.7% |
| 3M | -30.9% | +6.8% | -37.7% | -30.9% |
| 6M | -35.5% | -18.7% | -16.8% | -35.1% |
| YTD | -18.7% | -20.2% | +1.5% | -18.4% |
| 1Y | -17.9% | -23.7% | +5.8% | -17.3% |
| 3Y | +838.1% | -31.6% | +869.7% | +846.9% |
| 5Y | +1,971.9% | -42.8% | +2,014.7% | +2,000.6% |
| All | +3,667.1% | +32.8% | +3,634.2% | +3,748.0% |
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