+196.1%
CAG vs ACGL
+4,940.3%
-4,744.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -1.8% | -1.4% | -0.4% | -1.6% |
| 30D | +9.7% | +12.4% | -2.7% | +8.0% |
| 3M | +0.5% | +11.1% | -10.6% | -0.9% |
| 6M | +8.9% | +16.3% | -7.4% | +6.7% |
| YTD | -8.4% | +13.8% | -22.2% | -10.0% |
| 1Y | -8.3% | +20.4% | -28.7% | -10.6% |
| 3Y | -36.1% | +33.6% | -69.7% | -38.8% |
| 5Y | -40.1% | +176.8% | -217.0% | -48.0% |
| 10Y | -36.9% | +324.6% | -361.5% | -48.8% |
| All | +196.1% | +4,940.3% | -4,744.2% | +107.5% |
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