+55.1%
CDE vs ACGL
+322.9%
-267.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -4.9% | -4.9% |
| 7D | -2.3% | -1.2% | -1.1% | -1.9% |
| 30D | -12.1% | +12.8% | -24.8% | -15.8% |
| 3M | -23.9% | +12.3% | -36.2% | -27.2% |
| 6M | -29.0% | +15.8% | -44.9% | -33.5% |
| YTD | -19.7% | +13.9% | -33.6% | -24.9% |
| 1Y | -8.4% | +19.0% | -27.4% | -15.8% |
| 3Y | +578.5% | +33.7% | +544.8% | +476.2% |
| 5Y | +100.2% | +173.4% | -73.2% | +15.8% |
| All | +55.1% | +322.9% | -267.8% | +3.8% |
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