-35.7%
CAG vs ACGL
+35.2%
-70.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | -3.8% | -0.7% | -3.0% | -3.6% |
| 30D | +3.1% | -1.0% | +4.1% | +3.4% |
| 3M | +23.5% | +11.0% | +12.4% | +20.3% |
| 6M | -14.8% | -0.3% | -14.5% | -14.9% |
| YTD | -5.4% | +2.3% | -7.7% | -6.1% |
| 1Y | -11.8% | +6.4% | -18.2% | -13.2% |
| All | -35.7% | +35.2% | -70.8% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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