+35.1%
CLS vs ACM
-47.1%
+82.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.5% | +5.8% |
| 7D | +12.8% | -0.3% | +13.1% | +12.9% |
| 30D | +3.8% | -12.9% | +16.7% | +8.7% |
| 3M | -14.6% | -6.4% | -8.3% | -13.2% |
| 6M | +32.2% | -29.2% | +61.5% | +49.6% |
| YTD | +11.6% | -29.9% | +41.6% | +26.5% |
| 1Y | +35.1% | -47.3% | +82.3% | +61.2% |
| All | +35.1% | -47.1% | +82.2% | +61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling