+32.5%
ACGL vs CPB
-35.2%
+67.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.7% |
| 7D | +0.9% | +8.0% | -7.1% | -0.7% |
| 30D | +13.7% | +22.4% | -8.7% | +9.3% |
| 3M | +8.0% | +3.8% | +4.2% | +6.8% |
| 6M | +13.3% | +13.7% | -0.4% | +9.8% |
| YTD | +11.8% | -11.7% | +23.5% | +13.5% |
| 1Y | +22.2% | -18.1% | +40.4% | +25.9% |
| 3Y | +32.5% | -34.7% | +67.2% | +48.3% |
| All | +32.5% | -35.2% | +67.6% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling