+6,398.4%
ACGL vs CRL
+1,630.9%
+4,767.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.8% | -10.8% | -4.3% |
| 7D | +0.9% | -6.1% | +7.0% | +1.6% |
| 30D | +13.7% | +12.4% | +1.3% | +11.0% |
| 3M | +8.0% | +27.1% | -19.1% | +3.0% |
| 6M | +13.3% | +85.7% | -72.4% | +0.6% |
| YTD | +11.8% | +69.2% | -57.4% | 0.0% |
| 1Y | +22.2% | +97.5% | -75.3% | +6.2% |
| 3Y | +32.5% | +86.1% | -53.6% | +11.3% |
| 5Y | +160.2% | -10.0% | +170.2% | +146.0% |
| 10Y | +338.5% | +395.0% | -56.4% | +201.1% |
| All | +6,398.4% | +1,630.9% | +4,767.5% | +4,032.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling