+272.2%
ACGL vs CRL
+255.5%
+16.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.4% |
| 7D | -0.7% | -1.0% | +0.3% | -0.6% |
| 30D | -1.0% | +10.7% | -11.7% | -3.2% |
| 3M | +11.0% | +55.3% | -44.2% | +0.5% |
| 6M | -0.3% | +60.7% | -61.0% | -11.3% |
| YTD | +2.3% | +44.6% | -42.4% | -7.4% |
| 1Y | +6.4% | +77.7% | -71.4% | -9.0% |
| 3Y | +34.0% | +37.6% | -3.7% | +15.6% |
| 5Y | +161.6% | -35.8% | +197.5% | +189.6% |
| All | +272.2% | +255.5% | +16.7% | +107.5% |
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