+324.9%
ACGL vs CRL
+350.3%
-25.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.5% |
| 7D | +2.2% | +0.1% | +2.0% | +2.1% |
| 30D | +12.3% | +11.9% | +0.4% | +9.0% |
| 3M | +11.8% | +20.2% | -8.3% | +6.6% |
| 6M | +17.5% | +107.5% | -90.1% | -1.3% |
| YTD | +14.3% | +69.4% | -55.2% | -0.7% |
| 1Y | +18.2% | +99.7% | -81.6% | -1.5% |
| 3Y | +33.2% | +98.8% | -65.6% | +3.0% |
| 5Y | +174.3% | -12.4% | +186.7% | +175.4% |
| All | +324.9% | +350.3% | -25.3% | +121.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling