+639.5%
CEG vs ACGL
+121.1%
+518.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.2% |
| 7D | +8.0% | -0.7% | +8.8% | +8.1% |
| 30D | +12.9% | -1.0% | +13.9% | +13.1% |
| 3M | +13.2% | +11.0% | +2.1% | +10.5% |
| 6M | -7.0% | -0.3% | -6.7% | -7.3% |
| YTD | -15.0% | +2.3% | -17.3% | -16.0% |
| 1Y | -2.7% | +6.4% | -9.1% | -5.0% |
| 3Y | +184.1% | +34.0% | +150.1% | +154.8% |
| All | +639.5% | +121.1% | +518.4% | +440.8% |
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 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