+374.3%
CCL vs ACGL
+4,853.1%
-4,478.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +2.9% | +1.3% |
| 7D | +2.6% | +0.9% | +1.7% | +2.3% |
| 30D | +13.1% | +13.7% | -0.6% | +6.8% |
| 3M | +3.3% | +8.0% | -4.8% | -0.3% |
| 6M | +8.7% | +13.3% | -4.6% | +2.2% |
| YTD | -1.6% | +11.8% | -13.4% | -7.2% |
| 1Y | +14.0% | +22.2% | -8.3% | +3.4% |
| 3Y | +145.1% | +32.5% | +112.7% | +109.8% |
| 5Y | +21.2% | +160.2% | -139.0% | -23.3% |
| 10Y | -29.8% | +338.5% | -368.3% | -60.9% |
| All | +374.3% | +4,853.1% | -4,478.8% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling