-16.7%
CARR vs ACGL
+17.2%
-33.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.2% |
| 7D | +3.5% | +2.2% | +1.3% | +4.0% |
| 30D | +0.4% | +12.3% | -12.0% | +3.9% |
| 3M | -14.1% | +11.8% | -25.9% | -11.3% |
| 6M | -16.7% | +17.5% | -34.1% | -12.0% |
| All | -16.7% | +17.2% | -33.9% | -12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling