+1,191.5%
CLX vs ACGL
+4,853.1%
-3,661.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.2% | +0.6% |
| 7D | +13.6% | +0.9% | +12.7% | +13.5% |
| 30D | +23.4% | +13.7% | +9.6% | +21.4% |
| 3M | -2.8% | +8.0% | -10.9% | -3.8% |
| 6M | +14.0% | +13.3% | +0.7% | +12.2% |
| YTD | +4.2% | +11.8% | -7.7% | +2.7% |
| 1Y | -1.2% | +22.2% | -23.4% | -3.6% |
| 3Y | -12.7% | +32.5% | -45.2% | -16.0% |
| 5Y | -26.5% | +160.2% | -186.7% | -35.0% |
| 10Y | +20.2% | +338.5% | -318.3% | -2.6% |
| All | +1,191.5% | +4,853.1% | -3,661.6% | +774.7% |
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