+330.4%
ACGL vs CPB
-40.9%
+371.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | +1.3% | +2.9% | -1.6% | +0.7% |
| 30D | +14.2% | +17.6% | -3.4% | +10.6% |
| 3M | +11.1% | +2.0% | +9.0% | +10.3% |
| 6M | +16.4% | +11.6% | +4.7% | +13.3% |
| YTD | +13.8% | -13.8% | +27.5% | +16.1% |
| 1Y | +21.6% | -21.6% | +43.1% | +26.2% |
| 3Y | +33.5% | -35.8% | +69.4% | +43.0% |
| 5Y | +174.8% | -33.3% | +208.1% | +190.6% |
| 10Y | +330.4% | -39.4% | +369.8% | +360.2% |
| All | +330.4% | -40.9% | +371.3% | +360.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling