+330.6%
ACGL vs CPB
-39.9%
+370.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -1.1% | +3.3% | -4.3% | -1.7% |
| 30D | +13.1% | +19.0% | -5.9% | +9.4% |
| 3M | +9.8% | +0.4% | +9.3% | +9.3% |
| 6M | +15.3% | +13.0% | +2.3% | +12.0% |
| YTD | +12.7% | -12.7% | +25.4% | +14.7% |
| 1Y | +20.7% | -20.9% | +41.6% | +25.1% |
| 3Y | +34.3% | -35.4% | +69.7% | +43.6% |
| 5Y | +170.6% | -32.3% | +202.9% | +185.3% |
| 10Y | +330.6% | -40.5% | +371.1% | +359.0% |
| All | +330.6% | -39.9% | +370.5% | +359.0% |
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