+3,269.5%
CLS vs ACI
-42.9%
+3,312.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +4.6% | +0.2% | +4.4% | +4.6% |
| 30D | -13.9% | +5.9% | -19.8% | -14.0% |
| 3M | -26.6% | -19.8% | -6.8% | -26.2% |
| 6M | +15.4% | -24.7% | +40.2% | +16.2% |
| YTD | +5.7% | -24.4% | +30.1% | +6.2% |
| 1Y | +41.1% | -31.5% | +72.6% | +43.6% |
| 3Y | +1,228.6% | -38.7% | +1,267.3% | +1,259.3% |
| All | +3,269.5% | -42.9% | +3,312.4% | +3,321.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling