-0.2%
CARR vs ACGL
+19.1%
-19.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.3% |
| 7D | +3.5% | +2.2% | +1.3% | +3.6% |
| 30D | +0.4% | +12.3% | -12.0% | +1.2% |
| 3M | -14.1% | +11.8% | -25.9% | -13.4% |
| 6M | -16.7% | +17.5% | -34.1% | -16.4% |
| YTD | +4.2% | +14.3% | -10.1% | +3.3% |
| 1Y | -0.2% | +18.2% | -18.4% | -4.7% |
| All | -0.2% | +19.1% | -19.3% | -4.7% |
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