+50.8%
CDE vs ACGL
+4.8%
+46.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -3.1% |
| 7D | +0.5% | -0.7% | +1.3% | 0.0% |
| 30D | +21.9% | -1.0% | +22.9% | +21.3% |
| 3M | +14.9% | +11.0% | +3.9% | +24.0% |
| 6M | -10.5% | -0.3% | -10.2% | -9.2% |
| YTD | +19.3% | +2.3% | +17.0% | +22.8% |
| 1Y | +50.8% | +6.4% | +44.4% | +61.1% |
| All | +50.8% | +4.8% | +46.0% | +61.1% |
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 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