+205.5%
CAG vs ACGL
+4,429.2%
-4,223.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | -3.8% | -0.7% | -3.0% | -3.7% |
| 30D | +3.1% | -1.0% | +4.1% | +3.3% |
| 3M | +23.5% | +11.0% | +12.4% | +21.7% |
| 6M | -14.8% | -0.3% | -14.5% | -14.8% |
| YTD | -5.4% | +2.3% | -7.7% | -5.8% |
| 1Y | -11.8% | +6.4% | -18.2% | -12.6% |
| 3Y | -36.7% | +34.0% | -70.6% | -39.4% |
| 5Y | -40.3% | +161.6% | -201.9% | -47.7% |
| 10Y | -37.0% | +278.6% | -315.6% | -48.1% |
| All | +205.5% | +4,429.2% | -4,223.7% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling