+1,225.8%
CLS vs ACM
-21.7%
+1,247.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +4.6% | -3.7% | +8.3% | +6.8% |
| 30D | -13.9% | -11.1% | -2.8% | -8.6% |
| 3M | -26.6% | -8.0% | -18.6% | -24.1% |
| 6M | +15.4% | -29.7% | +45.1% | +43.3% |
| YTD | +5.7% | -29.4% | +35.0% | +28.6% |
| 1Y | +41.1% | -46.4% | +87.5% | +110.2% |
| All | +1,225.8% | -21.7% | +1,247.4% | +1,280.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling