+20.4%
ACGL vs CAI
-2.4%
+22.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.8% |
| 7D | -1.1% | -20.3% | +19.3% | -1.2% |
| 30D | +13.1% | -13.9% | +27.0% | +12.9% |
| 3M | +9.8% | +12.4% | -2.7% | +9.6% |
| 6M | +15.3% | +58.3% | -43.1% | +14.8% |
| YTD | +12.7% | -5.2% | +17.9% | +10.5% |
| All | +20.4% | -2.4% | +22.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling