-29.4%
CCL vs ACGL
+332.0%
-361.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -1.0% |
| 7D | +5.8% | +1.3% | +4.6% | +4.8% |
| 30D | +17.3% | +14.2% | +3.1% | +4.9% |
| 3M | +11.3% | +11.1% | +0.3% | +1.7% |
| 6M | +18.5% | +16.4% | +2.1% | +2.7% |
| YTD | +2.8% | +13.8% | -11.0% | -9.8% |
| 1Y | +16.7% | +21.6% | -4.8% | -3.2% |
| 3Y | +146.0% | +33.5% | +112.5% | +74.5% |
| 5Y | +33.6% | +174.8% | -141.2% | -56.0% |
| 10Y | -29.4% | +330.4% | -359.8% | -80.3% |
| All | -29.4% | +332.0% | -361.5% | -80.3% |
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