-89.4%
CDE vs ACGL
+4,429.2%
-4,518.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.4% |
| 7D | +0.5% | -0.7% | +1.3% | +0.7% |
| 30D | +21.9% | -1.0% | +22.9% | +22.0% |
| 3M | +14.9% | +11.0% | +3.9% | +11.0% |
| 6M | -10.5% | -0.3% | -10.2% | -11.2% |
| YTD | +19.3% | +2.3% | +17.0% | +17.0% |
| 1Y | +50.8% | +6.4% | +44.4% | +45.9% |
| 3Y | +782.3% | +34.0% | +748.4% | +687.5% |
| 5Y | +191.7% | +161.6% | +30.0% | +111.9% |
| 10Y | +57.6% | +278.6% | -221.0% | +2.1% |
| All | -89.4% | +4,429.2% | -4,518.7% | -95.0% |
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