+5,828.5%
CB vs ACGL
+5,010.0%
+818.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +0.9% |
| 7D | +5.3% | +8.0% | -2.7% | +1.8% |
| 30D | +13.2% | +17.3% | -4.1% | +5.6% |
| 3M | +7.8% | +11.2% | -3.5% | +2.9% |
| 6M | +15.8% | +18.2% | -2.4% | +7.7% |
| YTD | +21.0% | +15.4% | +5.6% | +13.6% |
| 1Y | +32.2% | +26.5% | +5.6% | +19.3% |
| 3Y | +76.7% | +36.1% | +40.6% | +53.2% |
| 5Y | +110.4% | +175.9% | -65.6% | +34.0% |
| 10Y | +261.0% | +352.4% | -91.5% | +89.1% |
| All | +5,828.5% | +5,010.0% | +818.5% | +1,675.5% |
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