+1,085.1%
CLX vs ACGL
+4,429.2%
-3,344.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.1% |
| 7D | -9.2% | -0.7% | -8.5% | -9.2% |
| 30D | -11.0% | -1.0% | -10.0% | -10.9% |
| 3M | +5.0% | +11.0% | -6.0% | +3.7% |
| 6M | -18.8% | -0.3% | -18.5% | -18.8% |
| YTD | -4.4% | +2.3% | -6.7% | -4.7% |
| 1Y | -21.9% | +6.4% | -28.2% | -22.5% |
| 3Y | -32.8% | +34.0% | -66.7% | -35.4% |
| 5Y | -34.6% | +161.6% | -196.2% | -42.1% |
| 10Y | -4.7% | +278.6% | -283.3% | -21.4% |
| All | +1,085.1% | +4,429.2% | -3,344.1% | +711.5% |
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