+19.1%
CLX vs ACGL
+337.7%
-318.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.2% | +0.7% |
| 7D | +13.6% | +0.9% | +12.7% | +13.5% |
| 30D | +23.4% | +13.7% | +9.6% | +21.3% |
| 3M | -2.8% | +8.0% | -10.9% | -3.8% |
| 6M | +14.0% | +13.3% | +0.7% | +12.1% |
| YTD | +4.2% | +11.8% | -7.7% | +2.5% |
| 1Y | -1.2% | +22.2% | -23.4% | -3.7% |
| 3Y | -12.7% | +32.5% | -45.2% | -15.9% |
| 5Y | -26.5% | +160.2% | -186.7% | -34.4% |
| All | +19.1% | +337.7% | -318.5% | +2.5% |
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