-32.0%
CLX vs ACGL
+34.2%
-66.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 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% | +2.7% |
| 6M | -18.8% | -0.3% | -18.5% | -19.0% |
| YTD | -4.4% | +2.3% | -6.7% | -5.1% |
| 1Y | -21.9% | +6.4% | -28.2% | -23.0% |
| All | -32.0% | +34.2% | -66.2% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling