+324.6%
ACGL vs CRL
+358.0%
-33.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -1.4% | +5.0% | -6.4% | -2.5% |
| 30D | +12.4% | +13.5% | -1.2% | +8.8% |
| 3M | +11.1% | +21.5% | -10.4% | +5.7% |
| 6M | +16.3% | +103.4% | -87.1% | -1.7% |
| YTD | +13.8% | +71.8% | -58.0% | -1.4% |
| 1Y | +20.4% | +97.5% | -77.1% | +0.7% |
| 3Y | +33.6% | +99.2% | -65.7% | +3.4% |
| 5Y | +176.8% | -12.1% | +189.0% | +178.5% |
| 10Y | +324.6% | +359.2% | -34.6% | +120.2% |
| All | +324.6% | +358.0% | -33.4% | +120.2% |
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