-29.4%
CCL vs ACGL
+329.5%
-358.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.5% | -1.4% | -0.2% | -0.5% |
| 30D | +16.5% | +12.4% | +4.1% | +5.6% |
| 3M | +11.2% | +11.1% | +0.1% | +1.5% |
| 6M | +22.6% | +16.3% | +6.2% | +6.3% |
| YTD | +2.6% | +13.8% | -11.2% | -10.0% |
| 1Y | +17.0% | +20.4% | -3.5% | -2.2% |
| 3Y | +145.5% | +33.6% | +112.0% | +74.1% |
| 5Y | +36.1% | +176.8% | -140.7% | -55.5% |
| 10Y | -29.4% | +324.6% | -354.0% | -79.8% |
| All | -29.4% | +329.5% | -358.9% | -79.8% |
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