+3,394.0%
CLS vs ACI
+31.1%
+3,362.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.9% | +6.9% | +7.9% |
| 7D | -10.6% | -5.9% | -4.6% | -10.6% |
| 30D | -38.4% | +7.2% | -45.7% | -38.5% |
| 3M | -29.9% | +8.8% | -38.7% | -29.9% |
| 6M | -40.6% | -17.2% | -23.5% | -40.4% |
| YTD | -24.6% | -21.3% | -3.3% | -24.3% |
| 1Y | -30.8% | -23.7% | -7.0% | -30.3% |
| 3Y | +811.7% | -32.8% | +844.6% | +820.5% |
| 5Y | +1,838.4% | -41.4% | +1,879.8% | +1,862.5% |
| All | +3,394.0% | +31.1% | +3,362.9% | +3,468.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling