+103.2%
CB vs ACGL
+159.2%
-56.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | 0.0% |
| 7D | +0.2% | +0.9% | -0.6% | -0.3% |
| 30D | +9.1% | +13.7% | -4.7% | +1.1% |
| 3M | +3.4% | +8.0% | -4.6% | -1.2% |
| 6M | +14.1% | +13.3% | +0.8% | +6.1% |
| YTD | +18.0% | +11.8% | +6.2% | +10.4% |
| 1Y | +30.1% | +22.2% | +7.9% | +15.8% |
| 3Y | +71.8% | +32.5% | +39.3% | +43.6% |
| All | +103.2% | +159.2% | -56.0% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling