+28.7%
CLX vs ACGL
+329.5%
-300.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +7.8% | -1.4% | +9.1% | +8.0% |
| 30D | +28.5% | +12.4% | +16.2% | +26.6% |
| 3M | +1.3% | +11.1% | -9.8% | -0.1% |
| 6M | +23.4% | +16.3% | +7.0% | +20.9% |
| YTD | +11.4% | +13.8% | -2.4% | +9.4% |
| 1Y | +6.9% | +20.4% | -13.5% | +4.3% |
| 3Y | -9.8% | +33.6% | -43.4% | -13.2% |
| 5Y | -22.7% | +176.8% | -199.5% | -31.4% |
| 10Y | +28.7% | +324.6% | -295.8% | +7.2% |
| All | +28.7% | +329.5% | -300.7% | +7.2% |
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