+1,751.5%
CLS vs ACM
+147.1%
+1,604.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.2% | +2.7% | +4.8% |
| 7D | -10.6% | +6.9% | -17.5% | -13.9% |
| 30D | -38.4% | +19.1% | -57.5% | -44.6% |
| 3M | -29.9% | -6.9% | -22.9% | -28.4% |
| 6M | -40.6% | -12.0% | -28.6% | -38.0% |
| YTD | -24.6% | -25.1% | +0.5% | -13.5% |
| 1Y | -30.8% | -45.4% | +14.6% | -3.4% |
| 3Y | +811.7% | -6.9% | +818.6% | +807.9% |
| 5Y | +1,838.4% | +3.7% | +1,834.7% | +1,698.5% |
| 10Y | +1,751.5% | +135.8% | +1,615.7% | +1,026.9% |
| All | +1,751.5% | +147.1% | +1,604.4% | +1,026.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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