+612.2%
CDE vs ACGL
+33.3%
+578.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -4.9% | -4.9% |
| 7D | -2.3% | -1.2% | -1.1% | -2.3% |
| 30D | -12.1% | +12.8% | -24.8% | -11.0% |
| 3M | -23.9% | +12.3% | -36.2% | -23.1% |
| 6M | -29.0% | +15.8% | -44.9% | -28.1% |
| YTD | -19.7% | +13.9% | -33.6% | -18.9% |
| 1Y | -8.4% | +19.0% | -27.4% | -8.0% |
| All | +612.2% | +33.3% | +578.9% | +772.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling