+598.5%
CEG vs ACGL
+146.2%
+452.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +17.8% | -1.2% | +19.0% | +18.0% |
| 30D | -4.5% | +12.8% | -17.3% | -6.4% |
| 3M | +1.5% | +12.3% | -10.8% | -0.5% |
| 6M | -3.5% | +15.8% | -19.3% | -6.2% |
| YTD | -19.7% | +13.9% | -33.6% | -22.1% |
| 1Y | -19.8% | +19.0% | -38.8% | -23.0% |
| 3Y | +136.4% | +33.7% | +102.8% | +116.1% |
| All | +598.5% | +146.2% | +452.3% | +401.8% |
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