+17.0%
CCL vs ACGL
+21.3%
-4.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.5% | -1.4% | -0.2% | -1.2% |
| 30D | +16.5% | +12.4% | +4.1% | +13.2% |
| 3M | +11.2% | +11.1% | +0.1% | +8.3% |
| 6M | +22.6% | +16.3% | +6.2% | +17.6% |
| YTD | +2.6% | +13.8% | -11.2% | -1.8% |
| 1Y | +17.0% | +20.4% | -3.5% | +6.2% |
| All | +17.0% | +21.3% | -4.3% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling