+2,971.0%
CLS vs ACM
+233.3%
+2,737.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -22.2% | +5.4% | -27.5% | -24.3% |
| 30D | -44.4% | +15.1% | -59.5% | -48.2% |
| 3M | -34.3% | -10.5% | -23.8% | -32.0% |
| 6M | -50.1% | -19.7% | -30.4% | -45.9% |
| YTD | -30.1% | -28.8% | -1.3% | -20.0% |
| 1Y | -39.3% | -47.9% | +8.5% | -19.3% |
| 3Y | +732.7% | -12.4% | +745.1% | +762.8% |
| 5Y | +1,777.2% | +0.6% | +1,776.6% | +1,724.0% |
| 10Y | +1,645.6% | +161.3% | +1,484.3% | +966.0% |
| All | +2,971.0% | +233.3% | +2,737.7% | +1,402.7% |
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