+36.5%
ACGL vs CRL
+72.9%
-36.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | 0.0% |
| 7D | +6.4% | -16.8% | +23.2% | +6.9% |
| 30D | +16.6% | +2.6% | +14.0% | +16.3% |
| 3M | +11.6% | +20.1% | -8.5% | +10.6% |
| 6M | +17.5% | +68.8% | -51.4% | +14.9% |
| YTD | +15.3% | +56.9% | -41.6% | +12.9% |
| 1Y | +26.3% | +86.7% | -60.4% | +22.4% |
| All | +36.5% | +72.9% | -36.3% | +36.8% |
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