+518.2%
CEG vs ACGL
+141.8%
+376.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.3% | +4.7% |
| 7D | -4.7% | +0.9% | -5.6% | -4.9% |
| 30D | -16.6% | +13.7% | -30.3% | -18.4% |
| 3M | -4.1% | +8.0% | -12.2% | -5.5% |
| 6M | -22.3% | +13.3% | -35.6% | -24.2% |
| YTD | -28.9% | +11.8% | -40.8% | -30.9% |
| 1Y | -28.5% | +22.2% | -50.7% | -31.9% |
| 3Y | +104.3% | +32.5% | +71.8% | +86.6% |
| All | +518.2% | +141.8% | +376.4% | +345.2% |
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