+4,541.2%
CLS vs ACM
+230.8%
+4,310.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +4.6% | -3.7% | +8.3% | +6.5% |
| 30D | -13.9% | -11.1% | -2.8% | -10.0% |
| 3M | -26.6% | -8.0% | -18.6% | -24.8% |
| 6M | +15.4% | -29.7% | +45.1% | +34.9% |
| YTD | +5.7% | -29.4% | +35.0% | +22.2% |
| 1Y | +41.1% | -46.4% | +87.5% | +86.5% |
| 3Y | +1,228.6% | -22.3% | +1,250.9% | +1,371.7% |
| 5Y | +3,240.6% | +4.5% | +3,236.2% | +3,110.0% |
| 10Y | +2,760.3% | +127.6% | +2,632.7% | +1,764.3% |
| All | +4,541.2% | +230.8% | +4,310.4% | +2,196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling