+5,294.5%
CF vs ACGL
+2,190.5%
+3,104.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | +0.4% | +6.4% | -6.0% | -3.0% |
| 30D | +2.2% | +16.6% | -14.4% | -6.2% |
| 3M | +2.1% | +11.6% | -9.5% | -4.1% |
| 6M | -6.5% | +17.5% | -24.0% | -15.1% |
| YTD | +55.6% | +15.3% | +40.3% | +41.4% |
| 1Y | +42.3% | +26.3% | +16.0% | +22.8% |
| 3Y | +55.7% | +35.9% | +19.8% | +23.1% |
| 5Y | +122.4% | +168.2% | -45.7% | +10.7% |
| 10Y | +568.5% | +352.0% | +216.6% | +123.4% |
| All | +5,294.5% | +2,190.5% | +3,104.1% | +504.5% |
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