-2.7%
CARR vs ACGL
+21.3%
-24.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +2.9% | +3.0% |
| 7D | -1.9% | -1.4% | -0.6% | -2.0% |
| 30D | -1.1% | +12.4% | -13.5% | -0.1% |
| 3M | -13.8% | +11.1% | -24.9% | -13.1% |
| 6M | -16.5% | +16.3% | -32.8% | -16.0% |
| YTD | +4.9% | +13.8% | -8.9% | +4.2% |
| 1Y | -2.7% | +20.4% | -23.1% | -8.2% |
| All | -2.7% | +21.3% | -24.0% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling