+441.9%
CARR vs ACGL
+282.1%
+159.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.7% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | -8.7% | -1.0% | -7.7% | -8.5% |
| 3M | -12.6% | +11.0% | -23.6% | -16.5% |
| 6M | -1.5% | -0.3% | -1.2% | -2.3% |
| YTD | +14.3% | +2.3% | +12.0% | +12.1% |
| 1Y | -4.6% | +6.4% | -11.0% | -8.1% |
| 3Y | +7.3% | +34.0% | -26.6% | -8.5% |
| 5Y | +11.6% | +161.6% | -150.0% | -30.4% |
| All | +441.9% | +282.1% | +159.8% | +185.9% |
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