+168.2%
ACGL vs CPB
-31.1%
+199.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +6.4% | +11.6% | -5.2% | +4.0% |
| 30D | +16.6% | +23.3% | -6.7% | +11.6% |
| 3M | +11.6% | +1.6% | +9.9% | +10.7% |
| 6M | +17.5% | +13.9% | +3.5% | +13.6% |
| YTD | +15.3% | -11.7% | +27.0% | +17.2% |
| 1Y | +26.3% | -18.2% | +44.5% | +30.4% |
| 3Y | +35.9% | -35.2% | +71.1% | +46.8% |
| 5Y | +168.2% | -30.5% | +198.7% | +172.0% |
| All | +168.2% | -31.1% | +199.3% | +172.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling