+34.3%
ACGL vs CRL
+99.4%
-65.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | +0.7% |
| 7D | -1.1% | +4.4% | -5.5% | -1.2% |
| 30D | +13.1% | +17.1% | -3.9% | +12.5% |
| 3M | +9.8% | +32.1% | -22.3% | +8.7% |
| 6M | +15.3% | +98.9% | -83.7% | +12.3% |
| YTD | +12.7% | +77.1% | -64.4% | +10.2% |
| 1Y | +20.7% | +110.3% | -89.5% | +16.8% |
| 3Y | +34.3% | +108.5% | -74.2% | +44.2% |
| All | +34.3% | +99.4% | -65.1% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling