+1,763.7%
CLS vs ACI
-43.3%
+1,807.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.4% |
| 7D | -22.2% | -2.2% | -19.9% | -22.2% |
| 30D | -44.4% | +10.3% | -54.7% | -44.4% |
| 3M | -34.3% | +7.2% | -41.5% | -34.3% |
| 6M | -50.1% | -18.0% | -32.1% | -49.8% |
| YTD | -30.1% | -22.0% | -8.1% | -29.8% |
| 1Y | -39.3% | -23.4% | -16.0% | -39.0% |
| 3Y | +732.7% | -35.8% | +768.5% | +749.5% |
| All | +1,763.7% | -43.3% | +1,807.0% | +1,783.0% |
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 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