+164.5%
ACGL vs CPB
-39.5%
+204.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.0% |
| 7D | -0.7% | -8.6% | +7.8% | +1.0% |
| 30D | -1.0% | -7.2% | +6.2% | +0.4% |
| 3M | +11.0% | +0.9% | +10.2% | +10.4% |
| 6M | -0.3% | -11.8% | +11.5% | +1.8% |
| YTD | +2.3% | -19.4% | +21.7% | +6.3% |
| 1Y | +6.4% | -30.4% | +36.8% | +14.1% |
| 3Y | +34.0% | -40.2% | +74.1% | +47.5% |
| All | +164.5% | -39.5% | +204.0% | +182.7% |
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