+320.3%
CFG vs ACGL
+544.8%
-224.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -2.2% | +6.4% | -8.5% | -6.5% |
| 30D | +0.4% | +16.6% | -16.2% | -10.3% |
| 3M | -12.6% | +11.6% | -24.2% | -19.6% |
| 6M | +0.6% | +17.5% | -16.8% | -11.5% |
| YTD | +12.4% | +15.3% | -2.8% | -0.6% |
| 1Y | +27.7% | +26.3% | +1.4% | +5.3% |
| 3Y | +172.4% | +35.9% | +136.5% | +100.3% |
| 5Y | +64.0% | +168.2% | -104.2% | -36.0% |
| 10Y | +252.8% | +352.0% | -99.1% | -5.7% |
| All | +320.3% | +544.8% | -224.5% | -11.6% |
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 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