+197.6%
CDE vs ACGL
+158.6%
+39.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.4% |
| 7D | +2.3% | -2.9% | +5.2% | +2.7% |
| 30D | +18.8% | -2.8% | +21.6% | +19.2% |
| 3M | +23.5% | +6.8% | +16.7% | +21.5% |
| 6M | -8.6% | -1.5% | -7.1% | -8.9% |
| YTD | +16.0% | -0.2% | +16.2% | +14.9% |
| 1Y | +42.1% | +5.3% | +36.8% | +38.5% |
| 3Y | +835.9% | +30.3% | +805.6% | +746.5% |
| 5Y | +197.6% | +151.8% | +45.8% | +85.8% |
| All | +197.6% | +158.6% | +39.0% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling