+101.0%
CB vs ACGL
+161.8%
-60.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -0.9% |
| 7D | +0.5% | -0.7% | +1.2% | +0.9% |
| 30D | -3.1% | -1.0% | -2.1% | -2.5% |
| 3M | +9.0% | +11.0% | -2.1% | +2.9% |
| 6M | +2.9% | -0.3% | +3.2% | +3.0% |
| YTD | +10.1% | +2.3% | +7.8% | +8.6% |
| 1Y | +22.8% | +6.4% | +16.4% | +18.4% |
| 3Y | +73.8% | +34.0% | +39.8% | +44.7% |
| All | +101.0% | +161.8% | -60.8% | +9.7% |
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 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