+34.8%
CF vs ACGL
+28.7%
+6.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.7% | -7.1% | -4.4% |
| 7D | -6.9% | +8.0% | -14.9% | -6.9% |
| 30D | -3.7% | +17.3% | -21.0% | -3.8% |
| 3M | -5.0% | +11.2% | -16.2% | -5.1% |
| 6M | -10.5% | +18.2% | -28.7% | -9.8% |
| YTD | +46.5% | +15.4% | +31.1% | +45.3% |
| 1Y | +34.8% | +26.5% | +8.3% | +24.0% |
| All | +34.8% | +28.7% | +6.1% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling