+568.0%
CF vs ACGL
+337.7%
+230.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +2.0% |
| 7D | -3.2% | +0.9% | -4.0% | -3.7% |
| 30D | +4.3% | +13.7% | -9.4% | -1.9% |
| 3M | +2.8% | +8.0% | -5.2% | -1.1% |
| 6M | +0.6% | +13.3% | -12.7% | -5.6% |
| YTD | +56.6% | +11.8% | +44.8% | +46.5% |
| 1Y | +49.6% | +22.2% | +27.4% | +34.0% |
| 3Y | +61.5% | +32.5% | +29.0% | +33.4% |
| 5Y | +124.0% | +160.2% | -36.2% | +20.4% |
| All | +568.0% | +337.7% | +230.3% | +147.6% |
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