+21.4%
ACGL vs CAI
-14.7%
+36.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.2% | +0.4% |
| 7D | +2.2% | -8.7% | +10.9% | +2.2% |
| 30D | +12.3% | -23.8% | +36.2% | +12.3% |
| 3M | +11.8% | +3.9% | +7.9% | +11.4% |
| 6M | +17.5% | +56.8% | -39.4% | +16.0% |
| YTD | +14.3% | -14.6% | +28.9% | +13.8% |
| 1Y | +18.2% | -5.2% | +23.4% | +17.2% |
| All | +21.4% | -14.7% | +36.1% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling