+1,188.1%
CLX vs ACGL
+5,005.0%
-3,816.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +12.4% | +6.4% | +6.1% | +11.6% |
| 30D | +21.1% | +16.6% | +4.5% | +18.9% |
| 3M | -3.3% | +11.6% | -14.9% | -4.6% |
| 6M | +18.8% | +17.5% | +1.4% | +16.5% |
| YTD | +3.9% | +15.3% | -11.4% | +2.0% |
| 1Y | -3.8% | +26.3% | -30.1% | -6.6% |
| 3Y | -10.5% | +35.9% | -46.4% | -14.2% |
| 5Y | -26.7% | +168.2% | -194.8% | -35.4% |
| 10Y | +19.9% | +352.0% | -332.1% | -3.2% |
| All | +1,188.1% | +5,005.0% | -3,816.8% | +769.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling