-30.8%
CCL vs ACGL
+337.7%
-368.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +2.9% |
| 7D | +3.1% | +0.9% | +2.3% | +2.5% |
| 30D | +13.7% | +13.7% | 0.0% | +2.0% |
| 3M | +3.8% | +8.0% | -4.2% | -3.0% |
| 6M | +9.3% | +13.3% | -4.0% | -3.2% |
| YTD | -1.1% | +11.8% | -12.9% | -12.0% |
| 1Y | +14.6% | +22.2% | -7.7% | -5.5% |
| 3Y | +146.4% | +32.5% | +113.9% | +75.6% |
| 5Y | +21.9% | +160.2% | -138.3% | -57.7% |
| All | -30.8% | +337.7% | -368.5% | -80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling