+173.3%
CFG vs ACGL
+31.5%
+141.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.1% |
| 7D | -0.9% | +0.9% | -1.8% | -1.1% |
| 30D | +1.1% | +13.7% | -12.7% | -2.3% |
| 3M | -12.0% | +8.0% | -20.0% | -13.8% |
| 6M | -2.2% | +13.3% | -15.5% | -5.7% |
| YTD | +11.4% | +11.8% | -0.4% | +7.6% |
| 1Y | +27.8% | +22.2% | +5.6% | +20.3% |
| 3Y | +173.3% | +32.5% | +140.8% | +184.7% |
| All | +173.3% | +31.5% | +141.8% | +184.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling