+133.3%
CEG vs ACGL
+35.1%
+98.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.8% | +9.7% | +10.5% |
| 7D | +7.3% | -1.1% | +8.4% | +7.3% |
| 30D | -7.4% | +13.1% | -20.5% | -7.7% |
| 3M | +2.5% | +9.8% | -7.3% | +2.2% |
| 6M | -8.8% | +15.3% | -24.1% | -9.5% |
| YTD | -21.5% | +12.7% | -34.2% | -22.2% |
| 1Y | -22.5% | +20.7% | -43.2% | -24.2% |
| 3Y | +133.3% | +34.3% | +99.0% | +123.5% |
| All | +133.3% | +35.1% | +98.2% | +123.5% |
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