+26.5%
ACGL vs CRL
+85.3%
-58.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.3% | +10.0% | +2.4% |
| 7D | +8.0% | -12.8% | +20.7% | +7.6% |
| 30D | +17.3% | +5.0% | +12.3% | +17.2% |
| 3M | +11.2% | +39.4% | -28.2% | +11.6% |
| 6M | +18.2% | +89.4% | -71.2% | +19.9% |
| YTD | +15.4% | +63.6% | -48.2% | +16.0% |
| 1Y | +26.5% | +83.5% | -56.9% | +26.3% |
| All | +26.5% | +85.3% | -58.8% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling