-27.1%
CLX vs ACGL
+167.2%
-194.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +12.4% | +6.4% | +6.1% | +11.0% |
| 30D | +21.1% | +16.6% | +4.5% | +17.5% |
| 3M | -3.3% | +11.6% | -14.9% | -5.4% |
| 6M | +18.8% | +17.5% | +1.4% | +14.9% |
| YTD | +3.9% | +15.3% | -11.4% | +0.8% |
| 1Y | -3.8% | +26.3% | -30.1% | -8.2% |
| 3Y | -10.5% | +35.9% | -46.4% | -15.6% |
| All | -27.1% | +167.2% | -194.3% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling