+4,981.1%
CF vs ACGL
+2,192.7%
+2,788.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.7% | -7.1% | -5.8% |
| 7D | -6.9% | +8.0% | -14.9% | -10.8% |
| 30D | -3.7% | +17.3% | -21.0% | -11.9% |
| 3M | -5.0% | +11.2% | -16.2% | -10.6% |
| 6M | -10.5% | +18.2% | -28.7% | -18.9% |
| YTD | +46.5% | +15.4% | +31.1% | +33.1% |
| 1Y | +34.8% | +26.5% | +8.3% | +16.3% |
| 3Y | +46.7% | +36.1% | +10.6% | +15.8% |
| 5Y | +112.0% | +175.9% | -63.9% | +3.6% |
| 10Y | +529.7% | +352.4% | +177.3% | +110.3% |
| All | +4,981.1% | +2,192.7% | +2,788.3% | +469.1% |
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