-40.8%
CCL vs ACGL
+270.2%
-311.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +1.6% |
| 7D | -5.0% | -0.7% | -4.3% | -4.5% |
| 30D | -20.3% | -1.0% | -19.3% | -19.8% |
| 3M | -15.1% | +11.0% | -26.2% | -23.1% |
| 6M | -15.1% | -0.3% | -14.8% | -16.2% |
| YTD | -21.8% | +2.3% | -24.1% | -24.8% |
| 1Y | -24.8% | +6.4% | -31.2% | -30.5% |
| 3Y | +51.9% | +34.0% | +17.9% | +5.3% |
| 5Y | +4.0% | +161.6% | -157.6% | -64.5% |
| All | -40.8% | +270.2% | -311.0% | -81.6% |
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