+5,967.0%
CF vs ACGL
+1,932.2%
+4,034.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.3% |
| 7D | +6.0% | -0.7% | +6.8% | +6.4% |
| 30D | +14.8% | -1.0% | +15.8% | +15.4% |
| 3M | +14.1% | +11.0% | +3.0% | +7.2% |
| 6M | +28.5% | -0.3% | +28.9% | +27.4% |
| YTD | +74.9% | +2.3% | +72.7% | +70.2% |
| 1Y | +61.7% | +6.4% | +55.3% | +53.6% |
| 3Y | +80.3% | +34.0% | +46.4% | +42.1% |
| 5Y | +226.0% | +161.6% | +64.3% | +62.5% |
| 10Y | +569.9% | +278.6% | +291.3% | +147.9% |
| All | +5,967.0% | +1,932.2% | +4,034.8% | +627.8% |
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