+174.8%
ACGL vs CRL
-9.4%
+184.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.1% | +1.1% |
| 7D | +1.3% | -1.7% | +3.0% | +1.3% |
| 30D | +14.2% | +14.6% | -0.4% | +12.8% |
| 3M | +11.1% | +24.8% | -13.8% | +8.8% |
| 6M | +16.4% | +94.7% | -78.3% | +9.6% |
| YTD | +13.8% | +73.4% | -59.6% | +7.9% |
| 1Y | +21.6% | +104.7% | -83.1% | +13.2% |
| 3Y | +33.5% | +101.1% | -67.5% | +20.2% |
| 5Y | +174.8% | -10.8% | +185.6% | +178.7% |
| All | +174.8% | -9.4% | +184.2% | +178.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling