-2.9%
CLX vs ACGL
+270.2%
-273.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.1% |
| 7D | -9.2% | -0.7% | -8.5% | -9.1% |
| 30D | -11.0% | -1.0% | -10.0% | -10.9% |
| 3M | +5.0% | +11.0% | -6.0% | +3.6% |
| 6M | -18.8% | -0.3% | -18.5% | -18.9% |
| YTD | -4.4% | +2.3% | -6.7% | -4.8% |
| 1Y | -21.9% | +6.4% | -28.2% | -22.6% |
| 3Y | -32.8% | +34.0% | -66.7% | -35.3% |
| 5Y | -34.6% | +161.6% | -196.2% | -41.6% |
| All | -2.9% | +270.2% | -273.0% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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